-9.8%
CPRT vs TWLO
-35.1%
+25.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +8.2% | -9.1% | +17.4% | +9.7% |
| 3M | +2.3% | +11.0% | -8.7% | -0.3% |
| 6M | -14.7% | +79.4% | -94.1% | -24.6% |
| YTD | -18.2% | +59.7% | -77.9% | -26.5% |
| 1Y | -33.4% | +112.3% | -145.7% | -43.6% |
| 3Y | -28.3% | +247.0% | -275.3% | -47.6% |
| 5Y | -9.8% | -35.6% | +25.7% | -12.7% |
| All | -9.8% | -35.1% | +25.2% | -12.7% |
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