+71.6%
CRH vs ITUB
+120.9%
-49.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | -6.1% | +2.2% | -8.3% | -6.8% |
| 30D | -9.3% | +12.6% | -21.9% | -13.1% |
| 3M | -15.2% | +6.4% | -21.6% | -17.5% |
| 6M | -14.2% | +0.6% | -14.8% | -14.9% |
| YTD | -28.3% | +18.8% | -47.1% | -32.4% |
| 1Y | -21.8% | +31.0% | -52.8% | -28.8% |
| 3Y | +71.6% | +118.1% | -46.5% | +27.3% |
| All | +71.6% | +120.9% | -49.3% | +27.3% |
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