-78.9%
CAPR vs ITUB
+219.0%
-297.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.7% | -4.8% |
| 7D | -10.6% | +1.0% | -11.5% | -10.9% |
| 30D | +111.2% | +10.7% | +100.5% | +104.4% |
| 3M | -67.2% | +10.1% | -77.3% | -68.8% |
| 6M | -75.1% | -0.1% | -75.0% | -75.6% |
| YTD | -71.2% | +18.4% | -89.7% | -73.4% |
| 1Y | +31.1% | +31.3% | -0.2% | +16.7% |
| 3Y | +31.3% | +124.6% | -93.3% | -3.9% |
| 5Y | +69.4% | +192.0% | -122.6% | +6.9% |
| All | -78.9% | +219.0% | -297.8% | -89.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling