+1,914.6%
CLS vs ITUB
+175.8%
+1,738.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -6.1% |
| 7D | +16.3% | +1.9% | +14.4% | +15.5% |
| 30D | -25.7% | -22.2% | -3.5% | -19.7% |
| 3M | -30.9% | +2.7% | -33.6% | -32.8% |
| 6M | -35.5% | -3.0% | -32.5% | -36.1% |
| YTD | -18.7% | +7.5% | -26.2% | -21.9% |
| 1Y | -17.9% | +10.5% | -28.4% | -21.9% |
| 3Y | +838.1% | +81.0% | +757.1% | +646.6% |
| 5Y | +1,971.9% | +181.8% | +1,790.1% | +1,269.0% |
| All | +1,914.6% | +175.8% | +1,738.8% | +1,170.6% |
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 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