+178.6%
ITUB vs CASY
+254.7%
-76.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.4% |
| 7D | +4.9% | +5.0% | -0.1% | +4.0% |
| 30D | -27.2% | +8.2% | -35.4% | -28.2% |
| 3M | -6.1% | -18.2% | +12.1% | -3.0% |
| 6M | -10.7% | -18.6% | +7.9% | -8.1% |
| YTD | +5.5% | +26.8% | -21.3% | -1.2% |
| 1Y | +7.8% | +31.6% | -23.8% | 0.0% |
| 3Y | +75.0% | +156.5% | -81.5% | +36.2% |
| 5Y | +178.6% | +258.6% | -80.1% | +91.2% |
| All | +178.6% | +254.7% | -76.1% | +91.2% |
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