+218.0%
CB vs TWLO
+871.2%
-653.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.8% |
| 7D | +0.5% | -2.0% | +2.5% | +0.6% |
| 30D | -3.1% | +20.6% | -23.7% | -4.0% |
| 3M | +9.0% | -1.5% | +10.5% | +8.8% |
| 6M | +2.9% | +89.4% | -86.6% | -0.6% |
| YTD | +10.1% | +63.8% | -53.7% | +7.0% |
| 1Y | +22.8% | +119.7% | -96.9% | +17.4% |
| 3Y | +73.8% | +256.1% | -182.3% | +60.2% |
| 5Y | +99.2% | -36.6% | +135.7% | +97.4% |
| 10Y | +218.2% | +304.3% | -86.1% | +165.3% |
| All | +218.0% | +871.2% | -653.2% | +147.8% |
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