-60.8%
CLSK vs TWLO
+542.4%
-603.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +7.3% |
| 7D | +7.7% | -2.4% | +10.1% | +8.4% |
| 30D | +12.2% | -7.8% | +20.0% | +14.6% |
| 3M | -15.5% | +10.0% | -25.5% | -19.9% |
| 6M | +39.3% | +79.5% | -40.1% | +10.5% |
| YTD | +35.1% | +59.8% | -24.8% | +10.4% |
| 1Y | +34.0% | +121.7% | -87.7% | -1.6% |
| 3Y | +226.3% | +240.8% | -14.6% | +104.1% |
| 5Y | +6.4% | -33.6% | +40.0% | -15.9% |
| All | -60.8% | +542.4% | -603.2% | -48.2% |
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