+74.7%
CART vs ITUB
+92.9%
-18.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.6% |
| 7D | +1.3% | +1.9% | -0.6% | +1.2% |
| 30D | +19.2% | -22.2% | +41.3% | +20.0% |
| 3M | +17.6% | +2.7% | +14.8% | +15.5% |
| 6M | +47.4% | -3.0% | +50.3% | +45.2% |
| YTD | +30.9% | +7.5% | +23.4% | +25.8% |
| 1Y | +46.0% | +10.5% | +35.5% | +39.4% |
| 3Y | +130.3% | +81.0% | +49.3% | +89.0% |
| All | +74.7% | +92.9% | -18.3% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling