-15.9%
CORZ vs TWLO
+68.8%
-84.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.5% | +8.5% | +10.5% |
| 7D | +14.2% | +2.8% | +11.4% | +13.8% |
| 30D | -3.0% | -22.4% | +19.4% | +0.3% |
| 3M | -26.3% | -14.2% | -12.0% | -24.4% |
| 6M | -36.5% | +10.5% | -47.0% | -37.1% |
| YTD | +0.1% | +54.3% | -54.2% | -14.2% |
| 1Y | -15.9% | +68.0% | -83.9% | -30.2% |
| All | -15.9% | +68.8% | -84.7% | -30.2% |
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