+43.4%
CAPR vs ITUB
+125.3%
-82.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -4.1% |
| 7D | -9.5% | +8.2% | -17.7% | -11.2% |
| 30D | +121.5% | +4.7% | +116.8% | +118.8% |
| 3M | -65.4% | +13.0% | -78.4% | -67.1% |
| 6M | -67.5% | +4.2% | -71.7% | -68.4% |
| YTD | -68.6% | +18.6% | -87.2% | -70.4% |
| 1Y | +42.7% | +31.3% | +11.4% | +30.0% |
| 3Y | +43.4% | +124.9% | -81.5% | +5.7% |
| All | +43.4% | +125.3% | -82.0% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling