+394.0%
CAH vs ITUB
+186.2%
+207.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.1% | +2.2% | -7.3% | -5.4% |
| 30D | +0.2% | +12.6% | -12.4% | -1.4% |
| 3M | +6.3% | +6.4% | -0.1% | +5.2% |
| 6M | +9.4% | +0.6% | +8.8% | +8.9% |
| YTD | +15.0% | +18.8% | -3.9% | +12.1% |
| 1Y | +55.4% | +31.0% | +24.4% | +49.5% |
| 3Y | +173.8% | +118.1% | +55.7% | +140.9% |
| All | +394.0% | +186.2% | +207.8% | +301.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling