+89.1%
CCEP vs ITUB
+125.3%
-36.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | +0.4% |
| 7D | -1.0% | +8.2% | -9.2% | -2.4% |
| 30D | -1.6% | +4.7% | -6.3% | -2.5% |
| 3M | +11.9% | +13.0% | -1.1% | +9.2% |
| 6M | +7.5% | +4.2% | +3.3% | +6.5% |
| YTD | +18.7% | +18.6% | +0.2% | +14.5% |
| 1Y | +21.4% | +31.3% | -9.8% | +14.5% |
| 3Y | +89.1% | +124.9% | -35.8% | +48.7% |
| All | +89.1% | +125.3% | -36.2% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling