+713.5%
CAH vs ITUB
+1,902.7%
-1,189.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.3% |
| 7D | -2.2% | 0.0% | -2.2% | -2.3% |
| 30D | +1.2% | +2.6% | -1.4% | +0.7% |
| 3M | +13.1% | +8.4% | +4.7% | +11.3% |
| 6M | +8.5% | -0.5% | +9.0% | +8.1% |
| YTD | +17.6% | +15.3% | +2.3% | +14.1% |
| 1Y | +60.7% | +28.7% | +31.9% | +52.5% |
| 3Y | +183.2% | +118.7% | +64.5% | +140.9% |
| 5Y | +402.2% | +182.7% | +219.5% | +299.3% |
| 10Y | +302.3% | +207.6% | +94.7% | +198.5% |
| All | +713.5% | +1,902.7% | -1,189.2% | +389.0% |
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 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