+28.7%
ITUB vs CASY
+22.7%
+6.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.2% | +11.5% | -1.2% |
| 7D | 0.0% | -16.5% | +16.5% | +1.8% |
| 30D | +2.6% | -26.4% | +29.0% | +5.7% |
| 3M | +8.4% | -17.3% | +25.7% | +9.6% |
| 6M | -0.5% | -5.2% | +4.7% | -3.9% |
| YTD | +15.3% | +14.1% | +1.2% | +8.7% |
| 1Y | +28.7% | +16.6% | +12.1% | +20.1% |
| All | +28.7% | +22.7% | +6.0% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling