+207.1%
ITUB vs CRL
+249.3%
-42.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.2% |
| 7D | +1.0% | -6.9% | +7.9% | +2.6% |
| 30D | +10.7% | -3.2% | +13.9% | +11.5% |
| 3M | +10.1% | +46.5% | -36.5% | +0.2% |
| 6M | -0.1% | +63.1% | -63.2% | -11.9% |
| YTD | +18.4% | +36.9% | -18.4% | +8.2% |
| 1Y | +31.3% | +78.1% | -46.8% | +11.7% |
| 3Y | +124.6% | +36.7% | +87.9% | +94.2% |
| 5Y | +192.0% | -38.1% | +230.1% | +218.6% |
| All | +207.1% | +249.3% | -42.3% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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