-18.7%
CPRT vs ITUB
+181.1%
-199.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | +21.2% | -22.2% | +43.3% | +23.7% |
| 3M | +8.3% | +2.7% | +5.6% | +6.9% |
| 6M | -3.4% | -3.0% | -0.4% | -4.2% |
| YTD | -18.7% | +7.5% | -26.2% | -20.9% |
| 1Y | -23.5% | +10.5% | -34.0% | -26.0% |
| 3Y | -34.2% | +81.0% | -115.2% | -41.3% |
| All | -18.7% | +181.1% | -199.8% | -34.6% |
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