+223.5%
CB vs TWLO
+298.6%
-75.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -3.1% | -9.1% | +6.1% | -2.7% |
| 3M | +4.2% | +11.0% | -6.8% | +3.5% |
| 6M | +4.7% | +79.4% | -74.7% | +1.5% |
| YTD | +8.8% | +59.7% | -50.9% | +6.0% |
| 1Y | +22.6% | +112.3% | -89.7% | +17.5% |
| 3Y | +70.6% | +247.0% | -176.3% | +57.6% |
| 5Y | +99.4% | -35.6% | +135.0% | +97.6% |
| 10Y | +223.5% | +305.7% | -82.2% | +169.4% |
| All | +223.5% | +298.6% | -75.1% | +169.4% |
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