+9.8%
ITUB vs CLBK
+65.7%
-56.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.1% |
| 7D | -1.6% | +4.6% | -6.2% | -2.5% |
| 30D | -26.6% | -1.5% | -25.1% | -26.4% |
| 3M | -11.1% | +4.4% | -15.5% | -12.1% |
| 6M | -13.1% | +31.7% | -44.8% | -19.7% |
| YTD | +3.9% | +58.7% | -54.8% | -8.4% |
| 1Y | +9.8% | +64.9% | -55.1% | -2.0% |
| All | +9.8% | +65.7% | -56.0% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling