+301.0%
TWLO vs CCI
+23.6%
+277.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.5% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -7.8% | +2.2% | -10.0% | -8.6% |
| 3M | +10.0% | -16.9% | +26.9% | +17.2% |
| 6M | +79.5% | -11.5% | +91.0% | +85.7% |
| YTD | +59.8% | -12.8% | +72.7% | +65.1% |
| 1Y | +121.7% | -17.1% | +138.8% | +132.8% |
| 3Y | +240.8% | -9.6% | +250.4% | +229.7% |
| 5Y | -33.6% | -48.9% | +15.3% | -15.9% |
| All | +301.0% | +23.6% | +277.4% | +247.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling