+8.5%
CRCL vs ITUB
+43.2%
-34.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.9% |
| 7D | -12.5% | +1.0% | -13.5% | -12.9% |
| 30D | +26.9% | +10.7% | +16.2% | +22.0% |
| 3M | +14.4% | +10.1% | +4.4% | +10.6% |
| 6M | -23.5% | -0.1% | -23.4% | -24.3% |
| YTD | +13.9% | +18.4% | -4.5% | +2.2% |
| 1Y | -20.6% | +31.3% | -51.8% | -33.6% |
| All | +8.5% | +43.2% | -34.6% | -7.0% |
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 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