+5,885.1%
CRS vs ITUB
+1,959.7%
+3,925.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -4.4% |
| 7D | -3.1% | +8.2% | -11.3% | -6.7% |
| 30D | -19.6% | +4.7% | -24.3% | -21.5% |
| 3M | -8.1% | +13.0% | -21.1% | -13.6% |
| 6M | +18.6% | +4.2% | +14.4% | +15.8% |
| YTD | +45.9% | +18.6% | +27.3% | +33.6% |
| 1Y | +82.5% | +31.3% | +51.2% | +58.9% |
| 3Y | +648.9% | +124.9% | +524.0% | +396.5% |
| 5Y | +1,438.1% | +195.6% | +1,242.5% | +760.9% |
| 10Y | +1,327.0% | +196.4% | +1,130.6% | +633.3% |
| All | +5,885.1% | +1,959.7% | +3,925.4% | +1,492.0% |
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 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