+75.0%
ITUB vs CASY
+156.4%
-81.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.3% |
| 7D | +4.9% | +5.0% | -0.1% | +4.4% |
| 30D | -27.2% | +8.2% | -35.4% | -27.9% |
| 3M | -6.1% | -18.2% | +12.1% | -4.1% |
| 6M | -10.7% | -18.6% | +7.9% | -8.8% |
| YTD | +5.5% | +26.8% | -21.3% | +1.2% |
| 1Y | +7.8% | +31.6% | -23.8% | +2.9% |
| 3Y | +75.0% | +156.5% | -81.5% | +55.3% |
| All | +75.0% | +156.4% | -81.4% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling