+230.1%
CCEP vs ITUB
+220.1%
+10.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.8% | +2.2% | -5.0% | -3.4% |
| 30D | -4.0% | +12.6% | -16.6% | -7.0% |
| 3M | +5.2% | +6.4% | -1.2% | +3.3% |
| 6M | +2.7% | +0.6% | +2.1% | +2.0% |
| YTD | +14.5% | +18.8% | -4.3% | +8.5% |
| 1Y | +17.2% | +31.0% | -13.8% | +7.9% |
| 3Y | +79.3% | +118.1% | -38.7% | +41.7% |
| 5Y | +106.8% | +193.0% | -86.3% | +45.0% |
| All | +230.1% | +220.1% | +10.0% | +111.1% |
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