+175.8%
ITUB vs CRL
-13.0%
+188.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.3% |
| 7D | +1.1% | +8.9% | -7.8% | 0.0% |
| 30D | -25.4% | +14.0% | -39.4% | -27.1% |
| 3M | -0.3% | +19.8% | -20.1% | -3.2% |
| 6M | -8.0% | +102.0% | -110.0% | -17.2% |
| YTD | +5.2% | +70.8% | -65.6% | -3.6% |
| 1Y | +7.4% | +98.7% | -91.3% | -3.7% |
| 3Y | +74.5% | +98.2% | -23.6% | +51.5% |
| 5Y | +175.8% | -11.7% | +187.5% | +171.5% |
| All | +175.8% | -13.0% | +188.8% | +171.5% |
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