+329.0%
CAT vs ITUB
+176.0%
+153.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +1.7% | +8.7% | -7.0% | -0.8% |
| 30D | -6.6% | -0.7% | -5.9% | -6.5% |
| 3M | -13.3% | +7.8% | -21.1% | -15.4% |
| 6M | +11.6% | -3.4% | +15.0% | +12.3% |
| YTD | +42.9% | +16.3% | +26.7% | +37.1% |
| 1Y | +95.4% | +29.8% | +65.6% | +82.0% |
| 3Y | +196.6% | +111.1% | +85.5% | +141.0% |
| All | +329.0% | +176.0% | +153.0% | +207.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling