+8,581.4%
COHR vs ITUB
+1,964.7%
+6,616.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.4% |
| 3M | -16.0% | +6.4% | -22.4% | -17.9% |
| 6M | +21.5% | +0.6% | +20.9% | +21.1% |
| YTD | +65.4% | +18.8% | +46.6% | +56.9% |
| 1Y | +195.0% | +31.0% | +164.0% | +170.9% |
| 3Y | +830.2% | +118.1% | +712.1% | +621.4% |
| 5Y | +397.1% | +193.0% | +204.1% | +237.7% |
| 10Y | +1,317.7% | +217.1% | +1,100.6% | +755.3% |
| All | +8,581.4% | +1,964.7% | +6,616.8% | +3,108.2% |
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