+89.1%
ITUB vs CLBK
+66.9%
+22.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +8.2% | +1.1% | +7.1% | +7.8% |
| 30D | +4.7% | +7.8% | -3.1% | +1.6% |
| 3M | +13.0% | +23.9% | -10.9% | +3.8% |
| 6M | +4.2% | +42.3% | -38.1% | -9.2% |
| YTD | +18.6% | +65.4% | -46.8% | -2.8% |
| 1Y | +31.3% | +70.3% | -39.1% | +5.7% |
| 3Y | +124.9% | +54.5% | +70.4% | +79.6% |
| 5Y | +195.6% | +43.1% | +152.5% | +121.9% |
| All | +89.1% | +66.9% | +22.2% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling