+118.1%
ITUB vs CPAY
+49.1%
+69.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +2.2% | -2.0% | +4.2% | +2.6% |
| 30D | +12.6% | -0.4% | +13.0% | +12.7% |
| 3M | +6.4% | +16.4% | -9.9% | +2.7% |
| 6M | +0.6% | +23.5% | -22.9% | -4.5% |
| YTD | +18.8% | +35.7% | -16.8% | +10.4% |
| 1Y | +31.0% | +30.2% | +0.8% | +22.6% |
| 3Y | +118.1% | +49.7% | +68.4% | +92.5% |
| All | +118.1% | +49.1% | +69.0% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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