+1,705.1%
ITUB vs CASY
+5,677.9%
-3,972.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +5.5% | +3.6% | +1.9% | +4.0% |
| 30D | -25.6% | +7.2% | -32.8% | -27.8% |
| 3M | -4.7% | -16.9% | +12.3% | +1.6% |
| 6M | -8.6% | -19.3% | +10.7% | -3.2% |
| YTD | +7.9% | +25.6% | -17.7% | -5.6% |
| 1Y | +11.2% | +30.2% | -19.0% | -4.5% |
| 3Y | +82.6% | +154.9% | -72.2% | +12.3% |
| 5Y | +192.7% | +252.1% | -59.4% | +51.7% |
| 10Y | +144.7% | +535.8% | -391.2% | -7.2% |
| All | +1,705.1% | +5,677.9% | -3,972.9% | +139.8% |
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