+19.0%
CDNS vs TWLO
+246.3%
-227.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | -10.4% | -7.8% | -2.6% | -8.6% |
| 3M | -24.6% | +10.0% | -34.6% | -27.4% |
| 6M | -1.6% | +79.5% | -81.1% | -18.4% |
| YTD | -7.4% | +59.8% | -67.3% | -21.2% |
| 1Y | -18.4% | +121.7% | -140.1% | -36.4% |
| 3Y | +19.0% | +240.8% | -221.8% | -14.2% |
| All | +19.0% | +246.3% | -227.3% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling