-49.5%
CELH vs TWLO
+123.2%
-172.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.6% |
| 7D | -7.0% | -2.0% | -5.0% | -6.8% |
| 30D | +5.2% | +20.6% | -15.4% | +2.1% |
| 3M | +10.5% | -1.5% | +12.0% | +8.2% |
| 6M | -32.7% | +89.4% | -122.1% | -39.9% |
| YTD | -33.0% | +63.8% | -96.8% | -39.0% |
| 1Y | -49.5% | +119.7% | -169.3% | -55.7% |
| All | -49.5% | +123.2% | -172.7% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling