-98.0%
CAPR vs ITUB
+254.3%
-352.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.2% | -7.7% | -9.6% |
| 7D | +7.6% | +4.9% | +2.8% | +7.0% |
| 30D | +13.3% | -27.2% | +40.5% | +18.7% |
| 3M | +130.4% | -6.1% | +136.5% | +130.3% |
| 6M | -70.8% | -10.7% | -60.1% | -70.8% |
| YTD | -69.3% | +5.5% | -74.8% | -70.2% |
| 1Y | +59.5% | +7.8% | +51.7% | +54.1% |
| 3Y | +216.8% | +75.0% | +141.8% | +181.3% |
| 5Y | +152.7% | +178.6% | -25.9% | +105.1% |
| 10Y | -68.2% | +162.9% | -231.1% | -75.1% |
| All | -98.0% | +254.3% | -352.3% | -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