+613.4%
CLS vs ITUB
+1,772.8%
-1,159.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.3% | +7.8% |
| 7D | +2.8% | +3.7% | -1.0% | +1.6% |
| 30D | -30.1% | -24.9% | -5.2% | -23.7% |
| 3M | -21.7% | +0.8% | -22.5% | -23.3% |
| 6M | -36.2% | -6.6% | -29.6% | -35.9% |
| YTD | -17.8% | +7.8% | -25.6% | -21.0% |
| 1Y | -26.8% | +7.4% | -34.2% | -29.6% |
| 3Y | +853.4% | +78.8% | +774.6% | +662.6% |
| 5Y | +2,005.0% | +179.9% | +1,825.1% | +1,305.8% |
| 10Y | +1,929.4% | +170.9% | +1,758.5% | +1,144.3% |
| All | +613.4% | +1,772.8% | -1,159.4% | +110.0% |
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