+1,844.4%
ITUB vs CASY
+6,205.8%
-4,361.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +8.7% | +0.1% | +8.6% | +8.6% |
| 30D | -0.7% | -11.3% | +10.7% | +4.1% |
| 3M | +7.8% | -0.6% | +8.4% | +6.0% |
| 6M | -3.4% | +10.7% | -14.1% | -9.6% |
| YTD | +16.3% | +37.1% | -20.8% | -0.9% |
| 1Y | +29.8% | +52.3% | -22.5% | +5.2% |
| 3Y | +111.1% | +215.2% | -104.1% | +19.1% |
| 5Y | +173.6% | +276.5% | -102.9% | +39.4% |
| 10Y | +193.2% | +508.4% | -315.1% | +14.8% |
| All | +1,844.4% | +6,205.8% | -4,361.4% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling