+607.3%
CEG vs TWLO
+11.5%
+595.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.9% |
| 7D | +0.3% | -3.9% | +4.2% | +0.7% |
| 30D | +2.9% | -9.7% | +12.6% | +3.9% |
| 3M | +18.2% | +11.6% | +6.6% | +16.0% |
| 6M | -9.5% | +84.7% | -94.2% | -17.9% |
| YTD | -18.7% | +62.5% | -81.2% | -25.2% |
| 1Y | -10.1% | +121.7% | -131.8% | -21.3% |
| 3Y | +168.3% | +253.0% | -84.6% | +119.0% |
| All | +607.3% | +11.5% | +595.8% | +466.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling