+2,953.7%
CLS vs ITUB
+219.0%
+2,734.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.5% |
| 7D | +5.0% | +1.0% | +4.0% | +4.6% |
| 30D | +4.8% | +10.7% | -5.9% | +0.9% |
| 3M | -10.4% | +10.1% | -20.5% | -13.6% |
| 6M | +20.8% | -0.1% | +20.9% | +20.7% |
| YTD | +10.0% | +18.4% | -8.4% | +4.0% |
| 1Y | +28.5% | +31.3% | -2.7% | +17.3% |
| 3Y | +1,292.2% | +124.6% | +1,167.6% | +949.9% |
| 5Y | +3,616.8% | +192.0% | +3,424.8% | +2,374.0% |
| All | +2,953.7% | +219.0% | +2,734.8% | +1,768.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling