+1,323.2%
CRS vs ITUB
+220.1%
+1,103.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -6.8% | +2.2% | -9.0% | -7.8% |
| 30D | -16.1% | +12.6% | -28.7% | -21.0% |
| 3M | -21.2% | +6.4% | -27.6% | -24.1% |
| 6M | +8.7% | +0.6% | +8.1% | +7.7% |
| YTD | +41.0% | +18.8% | +22.1% | +28.5% |
| 1Y | +82.7% | +31.0% | +51.7% | +58.3% |
| 3Y | +604.8% | +118.1% | +486.7% | +365.3% |
| 5Y | +1,384.7% | +193.0% | +1,191.7% | +704.6% |
| All | +1,323.2% | +220.1% | +1,103.1% | +622.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling