+1,844.4%
ITUB vs CRL
+839.7%
+1,004.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | +8.7% | -1.0% | +9.7% | +9.1% |
| 30D | -0.7% | +10.7% | -11.3% | -3.9% |
| 3M | +7.8% | +55.3% | -47.5% | -6.9% |
| 6M | -3.4% | +60.7% | -64.1% | -18.3% |
| YTD | +16.3% | +44.6% | -28.3% | +1.0% |
| 1Y | +29.8% | +77.7% | -47.9% | +4.4% |
| 3Y | +111.1% | +37.6% | +73.4% | +72.0% |
| 5Y | +173.6% | -35.8% | +209.4% | +180.6% |
| 10Y | +193.2% | +241.7% | -48.5% | +44.4% |
| All | +1,844.4% | +839.7% | +1,004.7% | +559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling