+47.2%
CAPR vs ITUB
+9.0%
+38.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.3% | +5.0% | +8.2% |
| 7D | +43.2% | -1.6% | +44.8% | +43.2% |
| 30D | +14.7% | -26.6% | +41.3% | +15.1% |
| 3M | +113.9% | -11.1% | +125.0% | +113.1% |
| 6M | -73.4% | -13.1% | -60.3% | -73.5% |
| YTD | -69.1% | +3.9% | -73.0% | -65.3% |
| 1Y | +47.2% | +9.8% | +37.4% | +65.7% |
| All | +47.2% | +9.0% | +38.2% | +65.7% |
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