-3.3%
CLX vs ITUB
+219.0%
-222.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.7% | -1.1% |
| 7D | -5.9% | +1.0% | -6.8% | -5.9% |
| 30D | -17.0% | +10.7% | -27.7% | -17.4% |
| 3M | -9.6% | +10.1% | -19.6% | -10.0% |
| 6M | -21.5% | -0.1% | -21.4% | -21.6% |
| YTD | -8.8% | +18.4% | -27.2% | -9.5% |
| 1Y | -24.7% | +31.3% | -55.9% | -25.5% |
| 3Y | -35.6% | +124.6% | -160.2% | -37.7% |
| 5Y | -37.6% | +192.0% | -229.6% | -40.4% |
| All | -3.3% | +219.0% | -222.2% | -10.9% |
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 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