-58.1%
CLSK vs TWLO
+60.3%
-118.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.4% | -16.5% |
| 7D | -20.7% | -15.9% | -4.9% | -19.0% |
| 30D | -45.5% | -29.0% | -16.5% | -43.4% |
| 3M | -52.0% | +10.0% | -62.0% | -52.2% |
| 6M | -47.0% | +12.6% | -59.5% | -48.3% |
| YTD | -32.8% | +50.1% | -82.9% | -44.3% |
| 1Y | -58.1% | +64.3% | -122.3% | -67.9% |
| All | -58.1% | +60.3% | -118.4% | -67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling