+192.0%
ITUB vs CLBK
+41.8%
+150.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | +1.0% | -1.4% | +2.3% | +1.3% |
| 30D | +10.7% | +4.5% | +6.2% | +9.7% |
| 3M | +10.1% | +22.8% | -12.7% | +5.3% |
| 6M | -0.1% | +43.4% | -43.6% | -7.4% |
| YTD | +18.4% | +64.1% | -45.7% | +6.7% |
| 1Y | +31.3% | +67.6% | -36.3% | +17.5% |
| 3Y | +124.6% | +53.3% | +71.4% | +100.7% |
| 5Y | +192.0% | +44.8% | +147.2% | +130.5% |
| All | +192.0% | +41.8% | +150.1% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling