+244.6%
CB vs TWLO
+792.9%
-548.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.4% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +8.2% | -26.0% | +34.2% | +9.4% |
| 3M | +6.3% | -14.3% | +20.6% | +6.7% |
| 6M | +16.2% | +6.2% | +10.0% | +15.2% |
| YTD | +19.3% | +50.6% | -31.3% | +16.1% |
| 1Y | +29.2% | +64.0% | -34.8% | +25.1% |
| 3Y | +71.4% | +264.1% | -192.6% | +57.3% |
| 5Y | +104.2% | -27.9% | +132.2% | +100.4% |
| 10Y | +246.7% | +580.0% | -333.4% | +180.8% |
| All | +244.6% | +792.9% | -548.3% | +168.7% |
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