+73.5%
CART vs ITUB
+89.4%
-15.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.1% |
| 7D | +0.3% | +4.9% | -4.6% | +0.1% |
| 30D | +22.4% | -27.2% | +49.7% | +23.9% |
| 3M | +15.6% | -6.1% | +21.8% | +14.4% |
| 6M | +44.9% | -10.7% | +55.6% | +43.9% |
| YTD | +30.0% | +5.5% | +24.5% | +25.1% |
| 1Y | +56.6% | +7.8% | +48.8% | +49.9% |
| 3Y | +131.9% | +75.0% | +56.9% | +91.7% |
| All | +73.5% | +89.4% | -15.9% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling