+58.2%
CAPR vs ITUB
+30.8%
+27.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | -2.0% | +8.7% | -10.7% | -3.6% |
| 30D | +139.2% | -0.7% | +139.9% | +138.1% |
| 3M | -66.4% | +7.8% | -74.2% | -67.8% |
| 6M | -63.1% | -3.4% | -59.7% | -63.6% |
| YTD | -67.4% | +16.3% | -83.7% | -67.3% |
| 1Y | +58.2% | +29.8% | +28.4% | +47.8% |
| All | +58.2% | +30.8% | +27.5% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling