+414.1%
CARR vs TWLO
+211.3%
+202.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | -4.1% | -3.9% | -0.2% | -3.7% |
| 30D | -11.0% | -9.7% | -1.3% | -10.1% |
| 3M | -16.4% | +11.6% | -28.0% | -17.8% |
| 6M | -2.4% | +84.7% | -87.1% | -10.2% |
| YTD | +8.4% | +62.5% | -54.1% | +0.9% |
| 1Y | -8.0% | +121.7% | -129.7% | -18.0% |
| 3Y | +0.6% | +253.0% | -252.4% | -17.0% |
| 5Y | +7.7% | -32.5% | +40.2% | -7.0% |
| All | +414.1% | +211.3% | +202.8% | +443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling