+1,054.0%
CDNS vs TWLO
+841.6%
+212.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.2% |
| 7D | -9.2% | -1.2% | -8.0% | -9.0% |
| 30D | -16.3% | -6.4% | -9.9% | -15.1% |
| 3M | -27.9% | +6.3% | -34.2% | -29.7% |
| 6M | -4.3% | +76.4% | -80.8% | -17.8% |
| YTD | -9.1% | +58.8% | -67.9% | -20.1% |
| 1Y | -21.2% | +107.1% | -128.3% | -35.3% |
| 3Y | +19.4% | +245.0% | -225.6% | -15.9% |
| 5Y | +71.6% | -36.0% | +107.6% | +61.2% |
| 10Y | +1,005.1% | +293.2% | +711.9% | +601.1% |
| All | +1,054.0% | +841.6% | +212.4% | +598.3% |
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