-70.2%
CPNG vs TWLO
-37.5%
-32.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | -5.4% | -3.9% | -1.5% | -4.1% |
| 30D | -11.1% | -9.7% | -1.4% | -8.4% |
| 3M | -3.0% | +11.6% | -14.6% | -8.6% |
| 6M | -23.5% | +84.7% | -108.2% | -42.0% |
| YTD | -37.8% | +62.5% | -100.3% | -50.8% |
| 1Y | -54.3% | +121.7% | -176.0% | -68.5% |
| 3Y | -20.8% | +253.0% | -273.8% | -59.3% |
| 5Y | -51.1% | -32.5% | -18.6% | -55.4% |
| All | -70.2% | -37.5% | -32.7% | -73.8% |
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