+655.3%
CLF vs ITUB
+1,920.1%
-1,264.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.3% |
| 7D | +7.6% | +8.7% | -1.1% | +2.5% |
| 30D | -1.2% | -0.7% | -0.5% | -0.9% |
| 3M | -13.4% | +7.8% | -21.2% | -17.6% |
| 6M | +15.4% | -3.4% | +18.8% | +16.8% |
| YTD | -5.9% | +16.3% | -22.2% | -15.2% |
| 1Y | +18.8% | +29.8% | -11.0% | +0.3% |
| 3Y | -19.4% | +111.1% | -130.5% | -51.2% |
| 5Y | -47.7% | +173.6% | -221.3% | -74.9% |
| 10Y | +130.4% | +193.2% | -62.9% | -8.4% |
| All | +655.3% | +1,920.1% | -1,264.8% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling