+31.3%
ITUB vs CRL
+73.3%
-42.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +2.9% |
| 7D | +1.0% | -6.9% | +7.9% | +1.6% |
| 30D | +10.7% | -3.2% | +13.9% | +11.0% |
| 3M | +10.1% | +46.5% | -36.5% | +5.7% |
| 6M | -0.1% | +63.1% | -63.2% | -5.6% |
| YTD | +18.4% | +36.9% | -18.4% | +11.8% |
| 1Y | +31.3% | +78.1% | -46.8% | +23.1% |
| All | +31.3% | +73.3% | -42.0% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling