+340.6%
CMG vs TWLO
+847.0%
-506.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -6.5% | +0.2% | -6.7% | -6.6% |
| 30D | +12.1% | -9.1% | +21.2% | +13.6% |
| 3M | +20.6% | +11.0% | +9.6% | +17.3% |
| 6M | +2.1% | +79.4% | -77.3% | -10.5% |
| YTD | -2.6% | +59.7% | -62.3% | -13.2% |
| 1Y | -8.7% | +112.3% | -121.0% | -23.5% |
| 3Y | -7.4% | +247.0% | -254.3% | -31.9% |
| 5Y | -5.7% | -35.6% | +29.9% | -11.7% |
| 10Y | +322.3% | +305.7% | +16.6% | +180.3% |
| All | +340.6% | +847.0% | -506.4% | +161.6% |
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