-34.8%
CLX vs ITUB
+114.2%
-149.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -2.0% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -15.8% | +2.6% | -18.4% | -16.0% |
| 3M | -7.9% | +8.4% | -16.4% | -8.7% |
| 6M | -19.0% | -0.5% | -18.5% | -19.1% |
| YTD | -7.9% | +15.3% | -23.2% | -8.7% |
| 1Y | -25.4% | +28.7% | -54.1% | -26.6% |
| All | -34.8% | +114.2% | -149.1% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling