+817.3%
CLS vs ITUB
+1,920.1%
-1,102.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +4.6% | +8.7% | -4.1% | +1.6% |
| 30D | -13.9% | -0.7% | -13.2% | -13.9% |
| 3M | -26.6% | +7.8% | -34.4% | -28.6% |
| 6M | +15.4% | -3.4% | +18.8% | +16.7% |
| YTD | +5.7% | +16.3% | -10.6% | +0.4% |
| 1Y | +41.1% | +29.8% | +11.3% | +29.3% |
| 3Y | +1,228.6% | +111.1% | +1,117.5% | +918.5% |
| 5Y | +3,240.6% | +173.6% | +3,067.1% | +2,169.9% |
| 10Y | +2,760.3% | +193.2% | +2,567.1% | +1,622.0% |
| All | +817.3% | +1,920.1% | -1,102.7% | +167.1% |
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 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