+72.5%
CART vs ITUB
+89.4%
-16.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +3.0% | +3.7% | -0.7% | +2.8% |
| 30D | +28.6% | -24.1% | +52.7% | +29.6% |
| 3M | +29.1% | -9.6% | +38.6% | +28.0% |
| 6M | +44.7% | -11.5% | +56.2% | +43.9% |
| YTD | +29.2% | +5.5% | +23.7% | +24.3% |
| 1Y | +66.2% | +9.9% | +56.3% | +58.5% |
| 3Y | +112.8% | +84.8% | +28.0% | +71.9% |
| All | +72.5% | +89.4% | -16.9% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling