+387.6%
CPRT vs ITUB
+219.0%
+168.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -4.5% |
| 7D | -8.4% | +1.0% | -9.4% | -8.6% |
| 30D | +4.6% | +10.7% | -6.1% | +2.6% |
| 3M | -1.9% | +10.1% | -12.0% | -4.0% |
| 6M | -15.3% | -0.1% | -15.2% | -15.8% |
| YTD | -21.5% | +18.4% | -39.9% | -24.6% |
| 1Y | -36.6% | +31.3% | -67.9% | -40.5% |
| 3Y | -31.2% | +124.6% | -155.8% | -42.5% |
| 5Y | -14.1% | +192.0% | -206.1% | -34.0% |
| All | +387.6% | +219.0% | +168.7% | +255.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling