+97.9%
CAG vs ITUB
+1,902.7%
-1,804.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.7% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | +2.3% | +2.6% | -0.3% | +2.0% |
| 3M | +16.3% | +8.4% | +7.9% | +15.2% |
| 6M | -16.0% | -0.5% | -15.5% | -16.3% |
| YTD | -7.7% | +15.3% | -23.0% | -9.5% |
| 1Y | -16.0% | +28.7% | -44.8% | -18.8% |
| 3Y | -37.7% | +118.7% | -156.4% | -43.4% |
| 5Y | -41.2% | +182.7% | -223.9% | -48.6% |
| 10Y | -33.8% | +207.6% | -241.4% | -45.2% |
| All | +97.9% | +1,902.7% | -1,804.8% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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