+6.3%
CART vs ITUB
+30.7%
-24.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.0% | -8.0% | -5.8% |
| 7D | -4.1% | +8.2% | -12.3% | -3.3% |
| 30D | -4.3% | +4.7% | -9.0% | -3.8% |
| 3M | +13.1% | +13.0% | +0.1% | +14.8% |
| 6M | +26.0% | +4.2% | +21.8% | +27.0% |
| YTD | +6.7% | +18.6% | -11.8% | +9.2% |
| 1Y | +6.3% | +31.3% | -25.0% | +12.0% |
| All | +6.3% | +30.7% | -24.4% | +12.0% |
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