+247.9%
CB vs TWLO
+569.2%
-321.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.5% |
| 7D | 0.0% | +5.6% | -5.6% | -0.2% |
| 30D | +7.4% | -24.6% | +32.0% | +8.5% |
| 3M | +8.6% | -14.0% | +22.6% | +8.9% |
| 6M | +16.1% | +10.1% | +6.1% | +15.0% |
| YTD | +20.2% | +49.2% | -29.0% | +17.0% |
| 1Y | +27.2% | +65.2% | -38.0% | +23.2% |
| 3Y | +72.7% | +260.7% | -188.0% | +58.6% |
| 5Y | +105.9% | -30.2% | +136.2% | +102.8% |
| All | +247.9% | +569.2% | -321.3% | +185.3% |
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