-60.8%
CLSK vs ITUB
+198.4%
-259.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.6% |
| 7D | +7.7% | +2.2% | +5.5% | +6.7% |
| 30D | +12.2% | +12.6% | -0.4% | +6.7% |
| 3M | -15.5% | +6.4% | -21.9% | -17.3% |
| 6M | +39.3% | +0.6% | +38.8% | +39.7% |
| YTD | +35.1% | +18.8% | +16.2% | +27.2% |
| 1Y | +34.0% | +31.0% | +3.0% | +21.7% |
| 3Y | +226.3% | +118.1% | +108.2% | +146.3% |
| 5Y | +6.4% | +193.0% | -186.7% | -27.3% |
| All | -60.8% | +198.4% | -259.2% | -77.5% |
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