+1,888.3%
CCEP vs ITUB
+1,920.1%
-31.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.9% |
| 7D | -3.1% | +8.7% | -11.8% | -4.9% |
| 30D | -2.6% | -0.7% | -1.9% | -2.6% |
| 3M | +14.9% | +7.8% | +7.1% | +12.7% |
| 6M | +2.3% | -3.4% | +5.7% | +2.6% |
| YTD | +17.8% | +16.3% | +1.6% | +13.0% |
| 1Y | +24.2% | +29.8% | -5.6% | +15.8% |
| 3Y | +84.7% | +111.1% | -26.3% | +51.8% |
| 5Y | +103.2% | +173.6% | -70.4% | +53.0% |
| 10Y | +257.4% | +193.2% | +64.1% | +147.9% |
| All | +1,888.3% | +1,920.1% | -31.8% | +798.8% |
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