+683.1%
CTAS vs ITUB
+220.1%
+463.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | +0.5% | +2.2% | -1.7% | 0.0% |
| 30D | -0.7% | +12.6% | -13.3% | -3.6% |
| 3M | +11.1% | +6.4% | +4.7% | +9.0% |
| 6M | +2.1% | +0.6% | +1.5% | +1.2% |
| YTD | +8.0% | +18.8% | -10.9% | +2.3% |
| 1Y | -0.5% | +31.0% | -31.5% | -8.3% |
| 3Y | +66.2% | +118.1% | -51.9% | +32.3% |
| 5Y | +109.2% | +193.0% | -83.8% | +47.6% |
| All | +683.1% | +220.1% | +463.0% | +417.3% |
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