+64.3%
TWLO vs CCI
+7.6%
+56.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.4% |
| 7D | -15.9% | +5.0% | -20.9% | -16.0% |
| 30D | -29.0% | +36.4% | -65.4% | -30.4% |
| 3M | +10.0% | +20.4% | -10.4% | +8.5% |
| 6M | +12.6% | +4.9% | +7.7% | +13.0% |
| YTD | +50.1% | +7.8% | +42.3% | +48.7% |
| 1Y | +64.3% | +7.3% | +57.0% | +63.1% |
| All | +64.3% | +7.6% | +56.7% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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