+114.8%
CDE vs TWLO
+863.4%
-748.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.9% | -3.4% |
| 7D | -6.1% | -3.9% | -2.2% | -5.4% |
| 30D | +9.5% | -9.7% | +19.2% | +11.2% |
| 3M | +32.0% | +11.6% | +20.4% | +28.6% |
| 6M | -12.8% | +84.7% | -97.5% | -23.5% |
| YTD | +14.2% | +62.5% | -48.3% | +2.3% |
| 1Y | +36.3% | +121.7% | -85.4% | +14.7% |
| 3Y | +821.4% | +253.0% | +568.4% | +593.9% |
| 5Y | +194.3% | -32.5% | +226.8% | +174.4% |
| 10Y | +53.2% | +312.7% | -259.5% | +5.2% |
| All | +114.8% | +863.4% | -748.6% | +48.9% |
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 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