+593.0%
CEG vs TWLO
+1.9%
+591.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +12.1% | +4.5% | +7.6% | +11.6% |
| 30D | +0.2% | -22.1% | +22.3% | +2.6% |
| 3M | +0.7% | -15.3% | +16.0% | +1.8% |
| 6M | +2.2% | +9.7% | -7.4% | -0.6% |
| YTD | -20.3% | +48.5% | -68.8% | -26.4% |
| 1Y | -16.1% | +70.3% | -86.4% | -24.1% |
| 3Y | +134.7% | +261.4% | -126.7% | +90.1% |
| All | +593.0% | +1.9% | +591.1% | +457.0% |
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