-41.3%
CORZ vs TWLO
+60.3%
-101.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.1% | -10.3% | -10.4% |
| 7D | -14.9% | -15.9% | +0.9% | -12.8% |
| 30D | -23.1% | -29.0% | +5.9% | -19.8% |
| 3M | -44.1% | +10.0% | -54.1% | -44.3% |
| 6M | -39.5% | +12.6% | -52.1% | -40.5% |
| YTD | -12.4% | +50.1% | -62.5% | -24.7% |
| 1Y | -41.3% | +64.3% | -105.6% | -51.6% |
| All | -41.3% | +60.3% | -101.6% | -51.6% |
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 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