+269.8%
CORZ vs TWLO
+176.0%
+93.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.3% | +5.9% | +7.5% |
| 7D | +1.7% | -0.5% | +2.2% | +2.1% |
| 30D | -17.5% | -28.6% | +11.2% | -9.9% |
| 3M | -39.5% | -14.4% | -25.1% | -37.3% |
| 6M | -44.5% | +2.4% | -47.0% | -46.2% |
| YTD | -12.6% | +45.3% | -57.9% | -26.0% |
| 1Y | -37.0% | +61.8% | -98.8% | -48.8% |
| All | +269.8% | +176.0% | +93.8% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling