+3,103.8%
COR vs ITUB
+1,920.1%
+1,183.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +2.8% | +8.7% | -5.9% | +1.5% |
| 30D | +4.5% | -0.7% | +5.2% | +4.6% |
| 3M | +22.7% | +7.8% | +14.9% | +21.1% |
| 6M | -9.7% | -3.4% | -6.3% | -9.6% |
| YTD | -1.4% | +16.3% | -17.7% | -4.0% |
| 1Y | +13.9% | +29.8% | -15.9% | +9.0% |
| 3Y | +94.0% | +111.1% | -17.1% | +70.4% |
| 5Y | +184.0% | +173.6% | +10.5% | +135.5% |
| 10Y | +406.8% | +193.2% | +213.5% | +295.8% |
| All | +3,103.8% | +1,920.1% | +1,183.7% | +1,935.5% |
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