+3,733.8%
CELH vs ITUB
+220.1%
+3,513.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.1% |
| 7D | -11.2% | +2.2% | -13.4% | -11.7% |
| 30D | -1.4% | +12.6% | -14.1% | -4.5% |
| 3M | -4.2% | +6.4% | -10.6% | -6.0% |
| 6M | -40.5% | +0.6% | -41.1% | -40.9% |
| YTD | -40.5% | +18.8% | -59.3% | -43.6% |
| 1Y | -53.0% | +31.0% | -84.0% | -56.7% |
| 3Y | -59.1% | +118.1% | -177.1% | -67.5% |
| 5Y | -10.7% | +193.0% | -203.7% | -36.2% |
| All | +3,733.8% | +220.1% | +3,513.7% | +2,664.4% |
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