+107.3%
CELH vs ITUB
+278.9%
-171.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.7% | -5.9% |
| 7D | -11.7% | 0.0% | -11.7% | -11.7% |
| 30D | +1.6% | +2.6% | -1.0% | +1.0% |
| 3M | -2.0% | +8.4% | -10.4% | -3.8% |
| 6M | -36.2% | -0.5% | -35.6% | -36.4% |
| YTD | -39.6% | +15.3% | -54.9% | -41.6% |
| 1Y | -50.7% | +28.7% | -79.4% | -53.5% |
| 3Y | -58.9% | +118.7% | -177.5% | -65.5% |
| 5Y | -5.4% | +182.7% | -188.1% | -25.7% |
| 10Y | +3,848.6% | +207.6% | +3,641.0% | +2,830.6% |
| All | +107.3% | +278.9% | -171.6% | +58.4% |
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 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