+164.3%
CLF vs TWLO
+814.9%
-650.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.7% |
| 7D | +2.3% | +2.8% | -0.5% | +1.9% |
| 30D | +1.9% | -22.4% | +24.3% | +7.1% |
| 3M | +5.9% | -14.2% | +20.1% | +8.5% |
| 6M | +16.9% | +10.5% | +6.4% | +12.3% |
| YTD | -1.1% | +54.3% | -55.4% | -12.8% |
| 1Y | +28.8% | +68.0% | -39.2% | +11.4% |
| 3Y | -20.6% | +273.0% | -293.6% | -43.8% |
| 5Y | -41.5% | -26.3% | -15.2% | -46.7% |
| 10Y | +87.5% | +595.4% | -507.9% | -6.2% |
| All | +164.3% | +814.9% | -650.6% | +27.7% |
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 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