+639.5%
CEG vs TWLO
+12.4%
+627.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.2% |
| 7D | +8.0% | -2.0% | +10.0% | +8.2% |
| 30D | +12.9% | +20.6% | -7.6% | +10.1% |
| 3M | +13.2% | -1.5% | +14.7% | +12.7% |
| 6M | -7.0% | +89.4% | -96.4% | -15.9% |
| YTD | -15.0% | +63.8% | -78.8% | -21.8% |
| 1Y | -2.7% | +119.7% | -122.5% | -14.7% |
| 3Y | +184.1% | +256.1% | -72.1% | +131.6% |
| All | +639.5% | +12.4% | +627.0% | +491.9% |
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 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