-0.8%
CRM vs ITUB
+186.2%
-187.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | -4.4% | +2.2% | -6.6% | -4.7% |
| 30D | +28.1% | +12.6% | +15.5% | +26.2% |
| 3M | +48.8% | +6.4% | +42.4% | +47.3% |
| 6M | +28.3% | +0.6% | +27.7% | +27.6% |
| YTD | -6.0% | +18.8% | -24.9% | -9.5% |
| 1Y | +1.4% | +31.0% | -29.6% | -4.3% |
| 3Y | +11.8% | +118.1% | -106.2% | -4.2% |
| All | -0.8% | +186.2% | -187.0% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling