-5.1%
COF vs ITUB
+9.0%
-14.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.7% |
| 7D | +0.7% | -1.6% | +2.3% | +1.0% |
| 30D | +5.7% | -26.6% | +32.3% | +10.9% |
| 3M | -6.7% | -11.1% | +4.4% | -7.3% |
| 6M | +9.5% | -13.1% | +22.6% | +9.0% |
| YTD | -13.9% | +3.9% | -17.7% | -16.1% |
| 1Y | -5.1% | +9.8% | -14.8% | -10.0% |
| All | -5.1% | +9.0% | -14.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 1y: compounded portfolio wealth divided by compounded ITUB 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…
1y analysis · Full analysis span regression · 6 months rolling