+312.2%
CLX vs ITUB
+1,959.7%
-1,647.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.5% | -1.8% |
| 7D | -3.5% | +8.2% | -11.8% | -4.3% |
| 30D | -11.9% | +4.7% | -16.6% | -12.3% |
| 3M | -2.6% | +13.0% | -15.6% | -3.9% |
| 6M | -18.2% | +4.2% | -22.3% | -18.6% |
| YTD | -5.9% | +18.6% | -24.5% | -7.7% |
| 1Y | -23.8% | +31.3% | -55.1% | -26.1% |
| 3Y | -33.6% | +124.9% | -158.5% | -39.1% |
| 5Y | -35.7% | +195.6% | -231.3% | -43.4% |
| 10Y | -2.5% | +196.4% | -198.9% | -18.4% |
| All | +312.2% | +1,959.7% | -1,647.5% | +162.8% |
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