+1,350.3%
CRS vs ITUB
+186.2%
+1,164.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -6.8% | +2.2% | -9.0% | -7.7% |
| 30D | -16.1% | +12.6% | -28.7% | -20.2% |
| 3M | -21.2% | +6.4% | -27.6% | -23.6% |
| 6M | +8.7% | +0.6% | +8.1% | +7.9% |
| YTD | +41.0% | +18.8% | +22.1% | +30.8% |
| 1Y | +82.7% | +31.0% | +51.7% | +62.7% |
| 3Y | +604.8% | +118.1% | +486.7% | +402.8% |
| All | +1,350.3% | +186.2% | +1,164.1% | +798.8% |
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