+2,950.3%
CLS vs TWLO
+871.2%
+2,079.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.3% |
| 7D | +4.6% | -2.0% | +6.6% | +5.0% |
| 30D | -13.9% | +20.6% | -34.5% | -17.0% |
| 3M | -26.6% | -1.5% | -25.0% | -26.9% |
| 6M | +15.4% | +89.4% | -74.0% | +2.2% |
| YTD | +5.7% | +63.8% | -58.1% | -4.4% |
| 1Y | +41.1% | +119.7% | -78.6% | +21.5% |
| 3Y | +1,228.6% | +256.1% | +972.5% | +950.1% |
| 5Y | +3,240.6% | -36.6% | +3,277.2% | +2,933.6% |
| 10Y | +2,760.3% | +304.3% | +2,456.0% | +1,914.0% |
| All | +2,950.3% | +871.2% | +2,079.1% | +2,051.3% |
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 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