+43.1%
COF vs ITUB
+186.2%
-143.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -5.1% | +2.2% | -7.4% | -5.8% |
| 30D | -6.0% | +12.6% | -18.6% | -9.3% |
| 3M | +14.8% | +6.4% | +8.4% | +12.4% |
| 6M | +15.3% | +0.6% | +14.7% | +14.6% |
| YTD | -13.0% | +18.8% | -31.9% | -17.7% |
| 1Y | -5.7% | +31.0% | -36.7% | -13.4% |
| 3Y | +118.1% | +118.1% | +0.1% | +71.4% |
| All | +43.1% | +186.2% | -143.0% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling