-72.2%
CAPR vs ITUB
-10.7%
-61.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.2% | -7.7% | -10.2% |
| 7D | +7.6% | +4.9% | +2.8% | +8.4% |
| 30D | +13.3% | -27.2% | +40.5% | +6.5% |
| 3M | +130.4% | -6.1% | +136.5% | +127.1% |
| All | -72.2% | -10.7% | -61.5% | -72.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling