+115.6%
CRBG vs ITUB
+153.0%
-37.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +0.6% | +2.2% | -1.6% | -0.1% |
| 30D | +2.6% | +12.6% | -10.0% | -0.7% |
| 3M | +24.0% | +6.4% | +17.6% | +21.6% |
| 6M | +50.5% | +0.6% | +49.9% | +49.7% |
| YTD | +17.1% | +18.8% | -1.7% | +11.9% |
| 1Y | +5.9% | +31.0% | -25.1% | -1.5% |
| 3Y | +122.7% | +118.1% | +4.7% | +81.6% |
| All | +115.6% | +153.0% | -37.3% | +63.8% |
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