+425.9%
CORZ vs TWLO
+203.4%
+222.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | +7.6% | +0.2% | +7.4% | +7.5% |
| 30D | -6.9% | -9.1% | +2.2% | -5.0% |
| 3M | -33.0% | +11.0% | -44.0% | -35.9% |
| 6M | +19.3% | +79.4% | -60.0% | -4.2% |
| YTD | +24.2% | +59.7% | -35.5% | +2.7% |
| 1Y | +24.5% | +112.3% | -87.8% | -8.0% |
| All | +425.9% | +203.4% | +222.4% | +241.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling