+343.1%
CCEP vs ITUB
+175.8%
+167.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.9% |
| 7D | +2.1% | +1.9% | +0.2% | +1.6% |
| 30D | +10.6% | -22.2% | +32.8% | +16.3% |
| 3M | +10.3% | +2.7% | +7.6% | +7.7% |
| 6M | +31.1% | -3.0% | +34.0% | +29.4% |
| YTD | +32.1% | +7.5% | +24.6% | +26.4% |
| 1Y | +32.8% | +10.5% | +22.4% | +26.0% |
| 3Y | +111.3% | +81.0% | +30.3% | +73.0% |
| 5Y | +147.5% | +181.8% | -34.3% | +73.5% |
| All | +343.1% | +175.8% | +167.3% | +193.9% |
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