+640.8%
CLF vs ITUB
+1,775.3%
-1,134.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.7% | +5.7% |
| 7D | -14.1% | +5.5% | -19.6% | -16.8% |
| 30D | -5.5% | -25.6% | +20.0% | +9.9% |
| 3M | 0.0% | -4.7% | +4.7% | 0.0% |
| 6M | +11.3% | -8.6% | +19.9% | +13.3% |
| YTD | -7.7% | +7.9% | -15.6% | -15.5% |
| 1Y | +17.5% | +11.2% | +6.3% | +5.3% |
| 3Y | -25.4% | +82.6% | -108.1% | -52.1% |
| 5Y | -46.0% | +192.7% | -238.7% | -75.5% |
| 10Y | +80.1% | +144.7% | -64.6% | -21.7% |
| All | +640.8% | +1,775.3% | -1,134.5% | +66.9% |
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