+49.0%
CCL vs TWLO
+246.1%
-197.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.3% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -18.2% | -9.1% | -9.1% | -16.5% |
| 3M | -17.7% | +11.0% | -28.7% | -20.9% |
| 6M | -13.0% | +79.4% | -92.4% | -30.0% |
| YTD | -24.5% | +59.7% | -84.2% | -37.4% |
| 1Y | -26.9% | +112.3% | -139.3% | -46.1% |
| All | +49.0% | +246.1% | -197.1% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling