-64.8%
CAPR vs ITUB
-8.7%
-56.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +2.2% | +24.3% | +26.6% |
| 7D | +25.8% | +3.7% | +22.1% | +26.2% |
| 30D | +50.2% | -24.9% | +75.1% | +41.8% |
| 3M | +185.5% | +0.8% | +184.7% | +192.6% |
| 6M | -64.8% | -6.6% | -58.2% | -65.5% |
| All | -64.8% | -8.7% | -56.1% | -65.5% |
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