+1,249.5%
CLS vs TWLO
+252.1%
+997.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.0% |
| 7D | +5.0% | -3.9% | +8.9% | +6.1% |
| 30D | +4.8% | -9.7% | +14.5% | +7.7% |
| 3M | -10.4% | +11.6% | -22.0% | -14.5% |
| 6M | +20.8% | +84.7% | -63.9% | -3.9% |
| YTD | +10.0% | +62.5% | -52.5% | -8.8% |
| 1Y | +28.5% | +121.7% | -93.2% | -5.2% |
| All | +1,249.5% | +252.1% | +997.4% | +710.3% |
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