+26.1%
COHR vs TWLO
+54.0%
-27.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -5.9% | -7.1% | -11.8% |
| 7D | -28.4% | -16.9% | -11.5% | -25.6% |
| 30D | -49.8% | -28.3% | -21.5% | -46.7% |
| 3M | -48.3% | +4.0% | -52.3% | -48.8% |
| 6M | -49.4% | +2.8% | -52.2% | -49.8% |
| YTD | -8.0% | +41.3% | -49.3% | -11.2% |
| 1Y | +26.1% | +52.9% | -26.8% | +18.2% |
| All | +26.1% | +54.0% | -27.9% | +18.2% |
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