+207.3%
CAT vs ITUB
+182.0%
+25.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -1.8% |
| 7D | -6.3% | +4.9% | -11.2% | -7.5% |
| 30D | -26.8% | -27.2% | +0.4% | -20.9% |
| 3M | -30.0% | -6.1% | -23.9% | -30.3% |
| 6M | -34.6% | -10.7% | -23.9% | -33.9% |
| YTD | +2.9% | +5.5% | -2.6% | -0.6% |
| 1Y | +3.3% | +7.8% | -4.6% | -1.0% |
| 3Y | +153.7% | +75.0% | +78.7% | +111.1% |
| 5Y | +207.3% | +178.6% | +28.7% | +111.6% |
| All | +207.3% | +182.0% | +25.3% | +111.6% |
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