+2,129.1%
CCEP vs ITUB
+1,767.9%
+361.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.9% |
| 7D | +2.1% | +1.9% | +0.2% | +1.7% |
| 30D | +10.6% | -22.2% | +32.8% | +16.0% |
| 3M | +10.3% | +2.7% | +7.6% | +8.1% |
| 6M | +31.1% | -3.0% | +34.0% | +29.8% |
| YTD | +32.1% | +7.5% | +24.6% | +27.3% |
| 1Y | +32.8% | +10.5% | +22.4% | +26.9% |
| 3Y | +111.3% | +81.0% | +30.3% | +77.7% |
| 5Y | +147.5% | +181.8% | -34.3% | +83.3% |
| 10Y | +338.1% | +170.2% | +167.9% | +205.9% |
| All | +2,129.1% | +1,767.9% | +361.3% | +912.3% |
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