+2,374.1%
CTAS vs ITUB
+1,920.1%
+454.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.8% | +8.7% | -10.5% | -3.7% |
| 30D | -0.2% | -0.7% | +0.5% | -0.2% |
| 3M | +11.7% | +7.8% | +3.9% | +9.4% |
| 6M | +0.7% | -3.4% | +4.1% | +0.7% |
| YTD | +7.4% | +16.3% | -8.9% | +2.8% |
| 1Y | -2.1% | +29.8% | -31.9% | -8.9% |
| 3Y | +62.9% | +111.1% | -48.1% | +34.0% |
| 5Y | +111.9% | +173.6% | -61.7% | +59.2% |
| 10Y | +652.2% | +193.2% | +458.9% | +422.5% |
| All | +2,374.1% | +1,920.1% | +454.0% | +980.5% |
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