+170.9%
ITUB vs CASY
+565.2%
-394.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +1.5% |
| 7D | +3.7% | +5.8% | -2.1% | +2.0% |
| 30D | -24.9% | +10.7% | -35.6% | -27.3% |
| 3M | +0.8% | -13.9% | +14.7% | +4.7% |
| 6M | -6.6% | -18.4% | +11.8% | -2.3% |
| YTD | +7.8% | +29.6% | -21.8% | -4.1% |
| 1Y | +7.4% | +32.8% | -25.5% | -5.5% |
| 3Y | +78.8% | +162.3% | -83.5% | +18.1% |
| 5Y | +179.9% | +265.0% | -85.1% | +57.0% |
| 10Y | +170.9% | +555.4% | -384.5% | +29.7% |
| All | +170.9% | +565.2% | -394.3% | +29.7% |
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