+5,161.0%
CAT vs ITUB
+1,920.1%
+3,241.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +1.7% | +8.7% | -7.0% | -1.1% |
| 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% | +12.5% |
| YTD | +42.9% | +16.3% | +26.7% | +35.5% |
| 1Y | +95.4% | +29.8% | +65.6% | +78.4% |
| 3Y | +196.6% | +111.1% | +85.5% | +126.4% |
| 5Y | +321.7% | +173.6% | +148.1% | +184.0% |
| 10Y | +1,140.8% | +193.2% | +947.5% | +629.4% |
| All | +5,161.0% | +1,920.1% | +3,241.0% | +1,830.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling