+195.6%
ITUB vs CASY
+274.3%
-78.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.5% |
| 7D | +8.2% | -4.4% | +12.6% | +9.1% |
| 30D | +4.7% | -12.0% | +16.7% | +7.1% |
| 3M | +13.0% | -2.3% | +15.4% | +12.5% |
| 6M | +4.2% | +10.5% | -6.4% | +0.6% |
| YTD | +18.6% | +33.0% | -14.5% | +10.1% |
| 1Y | +31.3% | +41.1% | -9.9% | +20.0% |
| 3Y | +124.9% | +207.5% | -82.6% | +64.9% |
| 5Y | +195.6% | +290.7% | -95.1% | +95.9% |
| All | +195.6% | +274.3% | -78.7% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling