+1.5%
CARR vs ITUB
+120.9%
-119.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | -3.8% | +2.2% | -6.0% | -4.4% |
| 30D | -8.9% | +12.6% | -21.5% | -11.9% |
| 3M | -17.3% | +6.4% | -23.7% | -18.9% |
| 6M | -1.4% | +0.6% | -2.0% | -2.0% |
| YTD | +10.0% | +18.8% | -8.9% | +5.0% |
| 1Y | -6.4% | +31.0% | -37.4% | -12.8% |
| 3Y | +1.5% | +118.1% | -116.5% | -19.8% |
| All | +1.5% | +120.9% | -119.3% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling