+184.2%
ITUB vs CRL
-37.4%
+221.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | 0.0% | -4.6% | +4.6% | +0.6% |
| 30D | +2.6% | +0.5% | +2.1% | +2.5% |
| 3M | +8.4% | +46.6% | -38.2% | +2.8% |
| 6M | -0.5% | +57.3% | -57.8% | -7.0% |
| YTD | +15.3% | +39.5% | -24.3% | +9.2% |
| 1Y | +28.7% | +76.9% | -48.2% | +17.7% |
| 3Y | +118.7% | +39.4% | +79.3% | +101.7% |
| All | +184.2% | -37.4% | +221.6% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling