+127.8%
ITUB vs CPAY
+1,533.9%
-1,406.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +1.0% | -2.7% | +3.6% | +2.1% |
| 30D | +10.7% | +0.6% | +10.1% | +10.4% |
| 3M | +10.1% | +17.0% | -7.0% | +2.7% |
| 6M | -0.1% | +24.1% | -24.2% | -9.6% |
| YTD | +18.4% | +35.7% | -17.3% | +2.4% |
| 1Y | +31.3% | +34.0% | -2.7% | +13.1% |
| 3Y | +124.6% | +50.3% | +74.4% | +76.5% |
| 5Y | +192.0% | +56.7% | +135.3% | +118.2% |
| 10Y | +216.0% | +153.9% | +62.0% | +82.5% |
| All | +127.8% | +1,533.9% | -1,406.1% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling