+3,682.3%
CLS vs ITUB
+186.4%
+3,496.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +2.1% |
| 7D | +20.1% | 0.0% | +20.1% | +20.2% |
| 30D | +6.0% | +2.6% | +3.5% | +4.8% |
| 3M | -10.3% | +8.4% | -18.7% | -13.2% |
| 6M | +24.5% | -0.5% | +25.0% | +24.6% |
| YTD | +12.9% | +15.3% | -2.4% | +8.1% |
| 1Y | +36.7% | +28.7% | +8.0% | +26.3% |
| 3Y | +1,328.1% | +118.7% | +1,209.4% | +1,012.1% |
| 5Y | +3,682.3% | +182.7% | +3,499.6% | +2,428.2% |
| All | +3,682.3% | +186.4% | +3,496.0% | +2,428.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling