+242.0%
COF vs ITUB
+220.1%
+21.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -5.1% | +2.2% | -7.4% | -6.0% |
| 30D | -6.0% | +12.6% | -18.6% | -10.3% |
| 3M | +14.8% | +6.4% | +8.4% | +11.6% |
| 6M | +15.3% | +0.6% | +14.7% | +14.2% |
| YTD | -13.0% | +18.8% | -31.9% | -19.6% |
| 1Y | -5.7% | +31.0% | -36.7% | -16.4% |
| 3Y | +118.1% | +118.1% | +0.1% | +54.4% |
| 5Y | +46.2% | +193.0% | -146.8% | -13.6% |
| All | +242.0% | +220.1% | +21.9% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling