+194.8%
COHR vs TWLO
+123.2%
+71.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.1% | +9.7% | +7.1% |
| 7D | +1.0% | -2.0% | +3.0% | +1.2% |
| 30D | -14.1% | +20.6% | -34.7% | -17.9% |
| 3M | -33.2% | -1.5% | -31.6% | -34.3% |
| 6M | +2.5% | +89.4% | -86.9% | -10.7% |
| YTD | +52.7% | +63.8% | -11.1% | +37.6% |
| 1Y | +194.8% | +119.7% | +75.0% | +146.4% |
| All | +194.8% | +123.2% | +71.6% | +146.4% |
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