+203.9%
CAT vs TWLO
+238.8%
-34.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.4% |
| 7D | +5.6% | -1.2% | +6.8% | +5.7% |
| 30D | -2.3% | -6.4% | +4.0% | -1.8% |
| 3M | -10.0% | +6.3% | -16.3% | -11.1% |
| 6M | +21.2% | +76.4% | -55.2% | +10.4% |
| YTD | +44.4% | +58.8% | -14.4% | +33.1% |
| 1Y | +96.3% | +107.1% | -10.8% | +70.9% |
| 3Y | +203.9% | +245.0% | -41.1% | +125.2% |
| All | +203.9% | +238.8% | -34.9% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling