+225.5%
CRWD vs ITUB
+186.2%
+39.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.0% | +2.2% | -5.2% | -3.4% |
| 30D | -6.8% | +12.6% | -19.4% | -8.8% |
| 3M | +19.6% | +6.4% | +13.2% | +18.0% |
| 6M | +87.1% | +0.6% | +86.5% | +85.7% |
| YTD | +76.4% | +18.8% | +57.6% | +69.0% |
| 1Y | +90.8% | +31.0% | +59.8% | +78.9% |
| 3Y | +380.0% | +118.1% | +261.9% | +307.1% |
| All | +225.5% | +186.2% | +39.4% | +161.1% |
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