-1.8%
CARR vs ITUB
+9.0%
-10.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | -0.1% |
| 7D | -0.7% | -1.6% | +1.0% | -0.3% |
| 30D | +0.3% | -26.6% | +26.9% | +6.0% |
| 3M | -14.9% | -11.1% | -3.8% | -15.0% |
| 6M | -14.9% | -13.1% | -1.8% | -14.6% |
| YTD | +7.0% | +3.9% | +3.1% | +2.3% |
| 1Y | -1.8% | +9.8% | -11.5% | -9.4% |
| All | -1.8% | +9.0% | -10.8% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling