+21.5%
COHR vs ITUB
+0.5%
+21.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +8.3% | +2.2% | +6.1% | +7.0% |
| 30D | -14.1% | +12.6% | -26.7% | -20.1% |
| 3M | -16.0% | +6.4% | -22.4% | -19.5% |
| 6M | +21.5% | +0.6% | +20.9% | +21.8% |
| All | +21.5% | +0.5% | +21.0% | +21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling