-59.1%
CELH vs TWLO
+246.3%
-305.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.4% |
| 7D | -11.2% | -2.4% | -8.8% | -10.9% |
| 30D | -1.4% | -7.8% | +6.4% | -0.5% |
| 3M | -4.2% | +10.0% | -14.2% | -6.0% |
| 6M | -40.5% | +79.5% | -119.9% | -46.1% |
| YTD | -40.5% | +59.8% | -100.3% | -45.4% |
| 1Y | -53.0% | +121.7% | -174.7% | -59.0% |
| 3Y | -59.1% | +240.8% | -299.9% | -69.7% |
| All | -59.1% | +246.3% | -305.4% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling