+180.9%
COR vs ITUB
+186.4%
-5.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.1% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -0.3% | +2.6% | -2.9% | -0.6% |
| 3M | +15.9% | +8.4% | +7.4% | +14.7% |
| 6M | -10.3% | -0.5% | -9.7% | -10.4% |
| YTD | -3.7% | +15.3% | -19.0% | -5.2% |
| 1Y | +9.1% | +28.7% | -19.6% | +6.2% |
| 3Y | +86.6% | +118.7% | -32.1% | +68.5% |
| 5Y | +180.9% | +182.7% | -1.7% | +139.8% |
| All | +180.9% | +186.4% | -5.4% | +139.8% |
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 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