+5,760.6%
CRM vs ITUB
+1,738.2%
+4,022.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | -4.4% | +2.2% | -6.6% | -5.1% |
| 30D | +28.1% | +12.6% | +15.5% | +23.1% |
| 3M | +48.8% | +6.4% | +42.4% | +45.0% |
| 6M | +28.3% | +0.6% | +27.7% | +26.3% |
| YTD | -6.0% | +18.8% | -24.9% | -13.0% |
| 1Y | +1.4% | +31.0% | -29.6% | -9.5% |
| 3Y | +11.8% | +118.1% | -106.2% | -17.4% |
| 5Y | -2.0% | +193.0% | -195.1% | -37.7% |
| 10Y | +239.6% | +217.1% | +22.5% | +79.6% |
| All | +5,760.6% | +1,738.2% | +4,022.4% | +852.2% |
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