+3,382.2%
COR vs ITUB
+1,767.9%
+1,614.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.6% |
| 7D | +7.8% | +1.9% | +5.9% | +7.5% |
| 30D | +7.0% | -22.2% | +29.2% | +10.5% |
| 3M | +16.3% | +2.7% | +13.5% | +14.9% |
| 6M | +41.3% | -3.0% | +44.2% | +40.5% |
| YTD | +7.1% | +7.5% | -0.4% | +4.8% |
| 1Y | -0.8% | +10.5% | -11.3% | -3.5% |
| 3Y | +85.0% | +81.0% | +4.0% | +65.2% |
| 5Y | +203.9% | +181.8% | +22.0% | +149.6% |
| 10Y | +510.3% | +170.2% | +340.1% | +380.5% |
| All | +3,382.2% | +1,767.9% | +1,614.3% | +2,121.6% |
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