+524.0%
COF vs ITUB
+1,902.7%
-1,378.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -0.3% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -3.4% | +2.6% | -5.9% | -4.5% |
| 3M | +15.4% | +8.4% | +7.0% | +11.1% |
| 6M | +14.4% | -0.5% | +15.0% | +13.8% |
| YTD | -12.0% | +15.3% | -27.3% | -18.0% |
| 1Y | -3.7% | +28.7% | -32.5% | -14.6% |
| 3Y | +121.1% | +118.7% | +2.4% | +53.6% |
| 5Y | +47.8% | +182.7% | -134.9% | -12.5% |
| 10Y | +250.3% | +207.6% | +42.7% | +80.7% |
| All | +524.0% | +1,902.7% | -1,378.7% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling