+97.4%
CB vs TWLO
-37.0%
+134.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.4% |
| 7D | -0.6% | -1.2% | +0.6% | -0.6% |
| 30D | -3.9% | -6.4% | +2.5% | -3.8% |
| 3M | +4.9% | +6.3% | -1.4% | +4.7% |
| 6M | +3.3% | +76.4% | -73.2% | +1.7% |
| YTD | +8.5% | +58.8% | -50.3% | +7.1% |
| 1Y | +22.1% | +107.1% | -85.0% | +19.5% |
| 3Y | +70.1% | +245.0% | -174.9% | +62.7% |
| 5Y | +97.4% | -36.0% | +133.3% | +87.1% |
| All | +97.4% | -37.0% | +134.4% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling