+48.4%
CART vs ITUB
+5.2%
+43.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.9% |
| 7D | +1.2% | +1.1% | +0.1% | +1.3% |
| 30D | +17.8% | -25.4% | +43.2% | +15.0% |
| 3M | +20.7% | -0.3% | +21.0% | +20.1% |
| 6M | +49.7% | -8.0% | +57.7% | +48.0% |
| YTD | +30.0% | +5.2% | +24.8% | +30.3% |
| 1Y | +48.4% | +7.4% | +41.0% | +49.1% |
| All | +48.4% | +5.2% | +43.2% | +49.1% |
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