+96.8%
CAT vs ITUB
+28.5%
+68.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | +0.4% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -2.6% | +2.6% | -5.2% | -4.0% |
| 3M | -10.7% | +8.4% | -19.1% | -14.7% |
| 6M | +16.1% | -0.5% | +16.7% | +15.4% |
| YTD | +43.2% | +15.3% | +28.0% | +35.1% |
| 1Y | +96.8% | +28.7% | +68.1% | +72.7% |
| All | +96.8% | +28.5% | +68.3% | +72.7% |
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