+189.0%
CDE vs TWLO
-33.6%
+222.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -3.1% | -2.4% | -0.7% | -2.6% |
| 30D | +9.5% | -7.8% | +17.3% | +11.0% |
| 3M | +25.5% | +10.0% | +15.5% | +22.0% |
| 6M | -7.9% | +79.5% | -87.4% | -20.6% |
| YTD | +15.6% | +59.8% | -44.3% | +1.8% |
| 1Y | +34.0% | +121.7% | -87.6% | +9.1% |
| 3Y | +791.9% | +240.8% | +551.1% | +534.7% |
| All | +189.0% | -33.6% | +222.5% | +199.9% |
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