+393.6%
COHR vs ITUB
+186.2%
+207.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +8.3% | +2.2% | +6.1% | +7.6% |
| 30D | -14.1% | +12.6% | -26.7% | -17.5% |
| 3M | -16.0% | +6.4% | -22.4% | -17.9% |
| 6M | +21.5% | +0.6% | +20.9% | +21.0% |
| YTD | +65.4% | +18.8% | +46.6% | +58.1% |
| 1Y | +195.0% | +31.0% | +164.0% | +174.2% |
| 3Y | +830.2% | +118.1% | +712.1% | +664.4% |
| All | +393.6% | +186.2% | +207.4% | +275.9% |
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