-63.3%
CLSK vs ITUB
+197.3%
-260.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -4.7% |
| 7D | +1.7% | +1.0% | +0.8% | +1.3% |
| 30D | +11.1% | +10.7% | +0.4% | +6.3% |
| 3M | -14.1% | +10.1% | -24.2% | -17.1% |
| 6M | +32.9% | -0.1% | +33.0% | +33.6% |
| YTD | +26.5% | +18.4% | +8.1% | +19.3% |
| 1Y | +27.6% | +31.3% | -3.7% | +15.8% |
| 3Y | +190.9% | +124.6% | +66.3% | +117.4% |
| 5Y | -0.4% | +192.0% | -192.4% | -31.8% |
| All | -63.3% | +197.3% | -260.6% | -78.9% |
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