-24.8%
CCL vs TWLO
+123.2%
-148.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.3% |
| 7D | -5.0% | -2.0% | -3.0% | -4.9% |
| 30D | -20.3% | +20.6% | -40.9% | -21.5% |
| 3M | -15.1% | -1.5% | -13.6% | -15.1% |
| 6M | -15.1% | +89.4% | -104.5% | -23.3% |
| YTD | -21.8% | +63.8% | -85.6% | -28.2% |
| 1Y | -24.8% | +119.7% | -144.5% | -34.7% |
| All | -24.8% | +123.2% | -148.0% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling