-63.3%
CLSK vs TWLO
+553.1%
-616.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.1% |
| 7D | +1.7% | -3.9% | +5.6% | +2.8% |
| 30D | +11.1% | -9.7% | +20.8% | +14.1% |
| 3M | -14.1% | +11.6% | -25.7% | -18.9% |
| 6M | +32.9% | +84.7% | -51.8% | +4.5% |
| YTD | +26.5% | +62.5% | -36.0% | +2.9% |
| 1Y | +27.6% | +121.7% | -94.1% | -6.2% |
| 3Y | +190.9% | +253.0% | -62.1% | +80.1% |
| 5Y | -0.4% | -32.5% | +32.1% | -21.6% |
| All | -63.3% | +553.1% | -616.4% | -51.7% |
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