+77.2%
ITUB vs CRL
+99.6%
-22.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.3% |
| 7D | +1.1% | +8.9% | -7.8% | +0.2% |
| 30D | -25.4% | +14.0% | -39.4% | -26.9% |
| 3M | -0.3% | +19.8% | -20.1% | -2.8% |
| 6M | -8.0% | +102.0% | -110.0% | -15.6% |
| YTD | +5.2% | +70.8% | -65.6% | -2.3% |
| 1Y | +7.4% | +98.7% | -91.3% | -1.8% |
| All | +77.2% | +99.6% | -22.4% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling