+301.0%
TWLO vs CCJ
+1,065.5%
-764.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -2.4% | -4.0% | +1.6% | -1.5% |
| 30D | -7.8% | -2.4% | -5.4% | -7.5% |
| 3M | +10.0% | -2.3% | +12.3% | +10.1% |
| 6M | +79.5% | -16.2% | +95.7% | +84.3% |
| YTD | +59.8% | +5.7% | +54.2% | +53.2% |
| 1Y | +121.7% | +21.3% | +100.4% | +101.6% |
| 3Y | +240.8% | +159.4% | +81.4% | +142.4% |
| 5Y | -33.6% | +300.7% | -334.2% | -58.8% |
| All | +301.0% | +1,065.5% | -764.5% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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