+142.3%
CCEP vs ITUB
+181.9%
-39.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +1.8% | +3.7% | -2.0% | +1.1% |
| 30D | +12.2% | -24.9% | +37.1% | +17.1% |
| 3M | +10.7% | +0.8% | +9.9% | +8.7% |
| 6M | +27.5% | -6.6% | +34.1% | +26.9% |
| YTD | +31.3% | +7.8% | +23.5% | +26.5% |
| 1Y | +29.9% | +7.4% | +22.5% | +25.0% |
| 3Y | +111.1% | +78.8% | +32.3% | +79.7% |
| 5Y | +142.3% | +179.9% | -37.6% | +73.9% |
| All | +142.3% | +181.9% | -39.6% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling