+281.7%
CORZ vs ITUB
+56.6%
+225.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.5% | +3.9% |
| 7D | -7.8% | +4.9% | -12.7% | -9.2% |
| 30D | -14.8% | -27.2% | +12.4% | -6.6% |
| 3M | -32.5% | -6.1% | -26.4% | -33.5% |
| 6M | -42.7% | -10.7% | -32.0% | -42.4% |
| YTD | -9.8% | +5.5% | -15.3% | -12.2% |
| 1Y | -31.9% | +7.8% | -39.8% | -34.1% |
| All | +281.7% | +56.6% | +225.1% | +240.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling