+420.1%
CORZ vs ITUB
+72.6%
+347.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +8.4% | +8.7% | -0.4% | +4.7% |
| 30D | -17.8% | -0.7% | -17.1% | -17.6% |
| 3M | -35.9% | +7.8% | -43.7% | -37.6% |
| 6M | +12.9% | -3.4% | +16.4% | +14.1% |
| YTD | +22.9% | +16.3% | +6.6% | +19.8% |
| 1Y | +31.4% | +29.8% | +1.5% | +24.5% |
| All | +420.1% | +72.6% | +347.5% | +363.7% |
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