+8.9%
CAT vs ITUB
+9.0%
-0.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.3% | -8.5% | -6.1% |
| 7D | -17.1% | -1.6% | -15.5% | -16.8% |
| 30D | -30.1% | -26.6% | -3.5% | -24.6% |
| 3M | -32.4% | -11.1% | -21.3% | -32.3% |
| 6M | -32.1% | -13.1% | -19.0% | -31.5% |
| YTD | +4.1% | +3.9% | +0.2% | -0.2% |
| 1Y | +8.9% | +9.8% | -0.8% | +1.1% |
| All | +8.9% | +9.0% | -0.1% | +1.1% |
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