+176.3%
ITUB vs CASY
+555.0%
-378.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | +1.9% | +3.6% | -1.7% | +0.8% |
| 30D | -22.2% | +9.1% | -31.2% | -24.3% |
| 3M | +2.7% | -16.5% | +19.2% | +7.8% |
| 6M | -3.0% | -19.7% | +16.7% | +2.1% |
| YTD | +7.5% | +29.3% | -21.7% | -4.3% |
| 1Y | +10.5% | +33.1% | -22.7% | -3.0% |
| 3Y | +81.0% | +158.5% | -77.5% | +20.0% |
| 5Y | +181.8% | +266.7% | -84.9% | +57.3% |
| All | +176.3% | +555.0% | -378.7% | +31.3% |
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