-3.1%
CMG vs TWLO
-33.6%
+30.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -2.1% | -2.4% | +0.4% | -1.7% |
| 30D | +10.9% | -7.8% | +18.7% | +12.1% |
| 3M | +15.8% | +10.0% | +5.8% | +13.0% |
| 6M | +6.9% | +79.5% | -72.5% | -6.2% |
| YTD | -2.2% | +59.8% | -62.0% | -12.7% |
| 1Y | -7.1% | +121.7% | -128.8% | -23.1% |
| 3Y | -7.1% | +240.8% | -247.9% | -32.6% |
| All | -3.1% | -33.6% | +30.5% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling