+2,707.9%
CTAS vs ITUB
+1,728.2%
+979.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | +10.2% | -25.4% | +35.7% | +16.6% |
| 3M | +12.1% | -0.3% | +12.4% | +10.6% |
| 6M | +38.3% | -8.0% | +46.2% | +38.4% |
| YTD | +21.9% | +5.2% | +16.7% | +17.7% |
| 1Y | +24.0% | +7.4% | +16.6% | +19.0% |
| 3Y | +75.1% | +74.5% | +0.6% | +48.6% |
| 5Y | +116.9% | +175.8% | -58.9% | +61.4% |
| 10Y | +821.3% | +164.4% | +656.8% | +548.5% |
| All | +2,707.9% | +1,728.2% | +979.7% | +1,137.7% |
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