-46.0%
CCL vs TWLO
+841.6%
-887.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.6% |
| 7D | -0.1% | -1.2% | +1.1% | +0.1% |
| 30D | -20.0% | -6.4% | -13.6% | -19.0% |
| 3M | -13.7% | +6.3% | -19.9% | -16.0% |
| 6M | -9.0% | +76.4% | -85.5% | -23.4% |
| YTD | -22.8% | +58.8% | -81.6% | -33.8% |
| 1Y | -25.3% | +107.1% | -132.4% | -40.4% |
| 3Y | +54.1% | +245.0% | -190.9% | +6.0% |
| 5Y | +3.5% | -36.0% | +39.4% | -11.1% |
| 10Y | -41.0% | +293.2% | -334.2% | -64.2% |
| All | -46.0% | +841.6% | -887.6% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling