-29.6%
CLS vs ITUB
+9.0%
-38.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.3% | -12.3% | -10.3% |
| 7D | -21.1% | -1.6% | -19.5% | -20.7% |
| 30D | -38.2% | -26.6% | -11.6% | -30.4% |
| 3M | -36.3% | -11.1% | -25.2% | -34.9% |
| 6M | -43.8% | -13.1% | -30.7% | -41.8% |
| YTD | -20.0% | +3.9% | -23.9% | -19.0% |
| 1Y | -29.6% | +9.8% | -39.3% | -32.6% |
| All | -29.6% | +9.0% | -38.6% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling