+89.6%
ITUB vs CLBK
+65.5%
+24.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +2.2% | -1.5% | +3.7% | +2.8% |
| 30D | +12.6% | -1.0% | +13.6% | +13.0% |
| 3M | +6.4% | +22.9% | -16.5% | -2.0% |
| 6M | +0.6% | +44.2% | -43.6% | -12.7% |
| YTD | +18.8% | +64.0% | -45.1% | -2.3% |
| 1Y | +31.0% | +65.7% | -34.7% | +6.7% |
| 3Y | +118.1% | +54.1% | +64.0% | +74.3% |
| 5Y | +193.0% | +44.7% | +148.3% | +117.6% |
| All | +89.6% | +65.5% | +24.1% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling