+201.7%
CAT vs ITUB
+120.6%
+81.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +1.7% | +8.7% | -7.0% | -1.2% |
| 30D | -6.6% | -0.7% | -5.9% | -6.5% |
| 3M | -13.3% | +7.8% | -21.1% | -15.7% |
| 6M | +11.6% | -3.4% | +15.0% | +12.3% |
| YTD | +42.9% | +16.3% | +26.7% | +36.7% |
| 1Y | +95.4% | +29.8% | +65.6% | +81.1% |
| All | +201.7% | +120.6% | +81.1% | +132.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling