-46.9%
CPNG vs TWLO
+60.3%
-107.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +12.0% |
| 7D | +20.8% | -15.9% | +36.7% | +23.0% |
| 30D | +20.1% | -29.0% | +49.1% | +24.5% |
| 3M | +1.6% | +10.0% | -8.4% | -1.3% |
| 6M | -15.8% | +12.6% | -28.4% | -19.0% |
| YTD | -27.7% | +50.1% | -77.8% | -38.0% |
| 1Y | -46.9% | +64.3% | -111.2% | -55.3% |
| All | -46.9% | +60.3% | -107.2% | -55.3% |
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