+2,559.0%
CPRT vs ITUB
+1,920.1%
+639.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.2% | +8.7% | -6.5% | +0.6% |
| 30D | +16.6% | -0.7% | +17.3% | +16.7% |
| 3M | +9.6% | +7.8% | +1.8% | +7.7% |
| 6M | -11.1% | -3.4% | -7.7% | -11.1% |
| YTD | -13.9% | +16.3% | -30.1% | -17.1% |
| 1Y | -32.5% | +29.8% | -62.3% | -36.6% |
| 3Y | -25.0% | +111.1% | -136.1% | -36.6% |
| 5Y | -7.4% | +173.6% | -180.9% | -27.5% |
| 10Y | +422.0% | +193.2% | +228.7% | +276.6% |
| All | +2,559.0% | +1,920.1% | +639.0% | +903.8% |
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