-43.4%
CCL vs TWLO
+319.6%
-363.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -4.3% | -3.9% | -0.4% | -3.4% |
| 30D | -19.0% | -9.7% | -9.3% | -17.1% |
| 3M | -13.1% | +11.6% | -24.7% | -16.5% |
| 6M | -13.3% | +84.7% | -98.0% | -28.3% |
| YTD | -25.2% | +62.5% | -87.7% | -36.7% |
| 1Y | -27.2% | +121.7% | -148.9% | -43.5% |
| 3Y | +49.2% | +253.0% | -203.8% | +0.2% |
| 5Y | +0.4% | -32.5% | +32.8% | -15.1% |
| All | -43.4% | +319.6% | -363.0% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling