+39.4%
CTAS vs ITUB
-5.6%
+45.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.2% |
| 7D | +2.0% | +1.9% | +0.1% | +2.1% |
| 30D | +8.7% | -22.2% | +30.9% | +7.3% |
| 3M | +13.3% | +2.7% | +10.6% | +16.4% |
| 6M | +39.4% | -3.0% | +42.3% | +39.3% |
| All | +39.4% | -5.6% | +45.0% | +39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling