+626.9%
CEG vs TWLO
+9.6%
+617.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +8.8% | -9.1% | +18.0% | +9.9% |
| 3M | +17.0% | +11.0% | +6.0% | +14.9% |
| 6M | -8.7% | +79.4% | -88.1% | -16.9% |
| YTD | -16.4% | +59.7% | -76.2% | -22.9% |
| 1Y | -1.8% | +112.3% | -114.1% | -13.5% |
| 3Y | +175.8% | +247.0% | -71.2% | +125.5% |
| All | +626.9% | +9.6% | +617.3% | +483.4% |
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