-31.6%
CCL vs TWLO
+780.4%
-812.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.2% | +4.5% | -5.7% | -2.2% |
| 30D | +13.1% | -22.1% | +35.2% | +19.0% |
| 3M | +3.4% | -15.3% | +18.7% | +5.8% |
| 6M | +18.7% | +9.7% | +9.1% | +12.1% |
| YTD | -2.3% | +48.5% | -50.7% | -16.0% |
| 1Y | +14.2% | +70.3% | -56.1% | -5.2% |
| 3Y | +133.6% | +261.4% | -127.8% | +56.8% |
| 5Y | +33.5% | -30.6% | +64.1% | +13.2% |
| 10Y | -32.8% | +569.2% | -602.0% | -60.2% |
| All | -31.6% | +780.4% | -812.1% | -61.4% |
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