+117.3%
ITUB vs CLBK
+52.3%
+64.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | +1.0% | -1.4% | +2.3% | +1.2% |
| 30D | +10.7% | +4.5% | +6.2% | +9.8% |
| 3M | +10.1% | +22.8% | -12.7% | +5.9% |
| 6M | -0.1% | +43.4% | -43.6% | -6.6% |
| YTD | +18.4% | +64.1% | -45.7% | +8.1% |
| 1Y | +31.3% | +67.6% | -36.3% | +19.2% |
| All | +117.3% | +52.3% | +64.9% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling