+445.7%
CPRT vs TWLO
+871.2%
-425.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.9% |
| 7D | +2.2% | -2.0% | +4.2% | +2.5% |
| 30D | +16.6% | +20.6% | -3.9% | +12.6% |
| 3M | +9.6% | -1.5% | +11.1% | +8.9% |
| 6M | -11.1% | +89.4% | -100.6% | -21.4% |
| YTD | -13.9% | +63.8% | -77.7% | -22.3% |
| 1Y | -32.5% | +119.7% | -152.2% | -42.4% |
| 3Y | -25.0% | +256.1% | -281.2% | -43.0% |
| 5Y | -7.4% | -36.6% | +29.2% | -13.4% |
| 10Y | +422.0% | +304.3% | +117.6% | +251.3% |
| All | +445.7% | +871.2% | -425.4% | +247.9% |
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