+1,157.1%
CAT vs ITUB
+197.6%
+959.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | 0.0% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -2.6% | +2.6% | -5.2% | -3.5% |
| 3M | -10.7% | +8.4% | -19.1% | -13.0% |
| 6M | +16.1% | -0.5% | +16.7% | +15.9% |
| YTD | +43.2% | +15.3% | +28.0% | +37.2% |
| 1Y | +96.8% | +28.7% | +68.1% | +82.5% |
| 3Y | +201.4% | +118.7% | +82.7% | +137.0% |
| 5Y | +332.7% | +182.7% | +150.0% | +206.0% |
| 10Y | +1,157.1% | +207.6% | +949.5% | +742.2% |
| All | +1,157.1% | +197.6% | +959.5% | +742.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling