+684.6%
TWLO vs CCJ
+881.7%
-197.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.3% | -3.3% |
| 7D | -1.2% | +5.9% | -7.1% | -2.5% |
| 30D | -6.4% | +4.7% | -11.1% | -7.5% |
| 3M | +6.3% | -3.3% | +9.6% | +6.5% |
| 6M | +76.4% | -7.0% | +83.5% | +76.6% |
| YTD | +58.8% | +11.5% | +47.4% | +50.2% |
| 1Y | +107.1% | +32.3% | +74.8% | +84.0% |
| 3Y | +245.0% | +176.8% | +68.1% | +140.1% |
| 5Y | -36.0% | +351.8% | -387.7% | -61.6% |
| 10Y | +293.2% | +1,080.5% | -787.3% | +86.5% |
| All | +684.6% | +881.7% | -197.1% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling