-50.5%
CPNG vs TWLO
-33.6%
-16.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | -1.1% | -2.4% | +1.3% | -0.3% |
| 30D | -7.4% | -7.8% | +0.5% | -5.2% |
| 3M | -12.3% | +10.0% | -22.4% | -17.0% |
| 6M | -19.4% | +79.5% | -98.9% | -38.2% |
| YTD | -35.9% | +59.8% | -95.7% | -49.0% |
| 1Y | -53.4% | +121.7% | -175.1% | -67.9% |
| 3Y | -20.0% | +240.8% | -260.8% | -58.5% |
| All | -50.5% | -33.6% | -16.9% | -55.6% |
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