+421.5%
CARR vs TWLO
+206.2%
+215.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.6% |
| 7D | -3.8% | -2.4% | -1.4% | -3.5% |
| 30D | -8.9% | -7.8% | -1.1% | -8.2% |
| 3M | -17.3% | +10.0% | -27.3% | -18.6% |
| 6M | -1.4% | +79.5% | -80.9% | -9.0% |
| YTD | +10.0% | +59.8% | -49.8% | +2.5% |
| 1Y | -6.4% | +121.7% | -128.0% | -16.6% |
| 3Y | +1.5% | +240.8% | -239.3% | -15.9% |
| 5Y | +9.3% | -33.6% | +42.9% | -5.4% |
| All | +421.5% | +206.2% | +215.3% | +452.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling