+70.8%
CDNS vs TWLO
-34.2%
+104.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -6.5% | -3.9% | -2.6% | -5.6% |
| 30D | -13.0% | -9.7% | -3.3% | -10.8% |
| 3M | -26.0% | +11.6% | -37.6% | -28.9% |
| 6M | -2.8% | +84.7% | -87.5% | -18.7% |
| YTD | -8.8% | +62.5% | -71.3% | -21.4% |
| 1Y | -15.8% | +121.7% | -137.5% | -33.3% |
| 3Y | +19.7% | +253.0% | -233.2% | -18.8% |
| 5Y | +70.8% | -32.5% | +103.3% | +61.9% |
| All | +70.8% | -34.2% | +104.9% | +61.9% |
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