+444.5%
CORZ vs TWLO
+201.7%
+242.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.7% | +5.4% |
| 7D | +16.6% | -1.2% | +17.8% | +16.9% |
| 30D | -10.9% | -6.4% | -4.5% | -9.8% |
| 3M | -31.0% | +6.3% | -37.3% | -33.2% |
| 6M | +26.0% | +76.4% | -50.4% | +1.7% |
| YTD | +28.6% | +58.8% | -30.2% | +6.5% |
| 1Y | +34.5% | +107.1% | -72.6% | +0.2% |
| All | +444.5% | +201.7% | +242.8% | +253.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling