+34.0%
CLSK vs TWLO
+117.0%
-83.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +7.0% |
| 7D | +7.7% | -2.4% | +10.1% | +8.0% |
| 30D | +12.2% | -7.8% | +20.0% | +13.4% |
| 3M | -15.5% | +10.0% | -25.5% | -17.5% |
| 6M | +39.3% | +79.5% | -40.1% | +10.5% |
| YTD | +35.1% | +59.8% | -24.8% | +10.0% |
| 1Y | +34.0% | +121.7% | -87.7% | -10.1% |
| All | +34.0% | +117.0% | -83.0% | -10.1% |
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