+207.6%
ITUB vs CASY
+468.0%
-260.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.2% | +11.5% | +1.6% |
| 7D | 0.0% | -16.5% | +16.5% | +5.4% |
| 30D | +2.6% | -26.4% | +29.0% | +12.3% |
| 3M | +8.4% | -17.3% | +25.7% | +13.0% |
| 6M | -0.5% | -5.2% | +4.7% | -1.5% |
| YTD | +15.3% | +14.1% | +1.2% | +7.0% |
| 1Y | +28.7% | +16.6% | +12.1% | +18.2% |
| 3Y | +118.7% | +163.7% | -45.0% | +42.1% |
| 5Y | +182.7% | +231.3% | -48.6% | +63.1% |
| 10Y | +207.6% | +462.9% | -255.3% | +54.2% |
| All | +207.6% | +468.0% | -260.4% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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