+415.2%
CPRT vs TWLO
+780.4%
-365.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -0.4% | +4.5% | -4.9% | -1.1% |
| 30D | +21.2% | -22.1% | +43.3% | +25.0% |
| 3M | +8.3% | -15.3% | +23.6% | +9.8% |
| 6M | -3.4% | +9.7% | -13.0% | -7.0% |
| YTD | -18.7% | +48.5% | -67.2% | -26.3% |
| 1Y | -23.5% | +70.3% | -93.9% | -32.3% |
| 3Y | -34.2% | +261.4% | -295.6% | -50.6% |
| 5Y | -18.2% | -30.6% | +12.4% | -24.9% |
| 10Y | +370.9% | +569.2% | -198.3% | +211.2% |
| All | +415.2% | +780.4% | -365.3% | +230.1% |
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