+1,914.6%
CLS vs TWLO
+566.1%
+1,348.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | +16.3% | +4.5% | +11.7% | +15.3% |
| 30D | -25.7% | -22.1% | -3.6% | -22.2% |
| 3M | -30.9% | -15.3% | -15.5% | -28.9% |
| 6M | -35.5% | +9.7% | -45.1% | -37.3% |
| YTD | -18.7% | +48.5% | -67.2% | -26.0% |
| 1Y | -17.9% | +70.3% | -88.2% | -27.1% |
| 3Y | +838.1% | +261.4% | +576.7% | +624.0% |
| 5Y | +1,971.9% | -30.6% | +2,002.5% | +1,770.9% |
| All | +1,914.6% | +566.1% | +1,348.5% | +1,211.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling