-97.9%
CAPR vs ITUB
+261.0%
-358.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.1% | -7.3% |
| 7D | +5.9% | +1.9% | +4.0% | +5.7% |
| 30D | +44.6% | -22.2% | +66.8% | +50.0% |
| 3M | +126.4% | +2.7% | +123.7% | +123.3% |
| 6M | -68.6% | -3.0% | -65.6% | -69.0% |
| YTD | -67.0% | +7.5% | -74.5% | -68.0% |
| 1Y | +65.2% | +10.5% | +54.7% | +59.0% |
| 3Y | +235.6% | +81.0% | +154.6% | +196.6% |
| 5Y | +175.4% | +181.8% | -6.4% | +123.3% |
| 10Y | -65.0% | +170.2% | -235.1% | -72.6% |
| All | -97.9% | +261.0% | -358.9% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling