+420.1%
CORZ vs TWLO
+211.2%
+208.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.1% | +0.7% |
| 7D | +8.4% | -2.0% | +10.4% | +8.9% |
| 30D | -17.8% | +20.6% | -38.4% | -22.7% |
| 3M | -35.9% | -1.5% | -34.4% | -36.4% |
| 6M | +12.9% | +89.4% | -76.5% | -10.8% |
| YTD | +22.9% | +63.8% | -40.9% | +1.0% |
| 1Y | +31.4% | +119.7% | -88.4% | -3.9% |
| All | +420.1% | +211.2% | +208.9% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling