+942.5%
CRDO vs TWLO
+246.3%
+696.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.3% |
| 7D | -4.5% | -2.4% | -2.1% | -3.5% |
| 30D | -39.2% | -7.8% | -31.4% | -37.3% |
| 3M | -38.5% | +10.0% | -48.5% | -42.0% |
| 6M | +40.6% | +79.5% | -38.9% | -1.1% |
| YTD | +13.2% | +59.8% | -46.6% | -16.4% |
| 1Y | +2.3% | +121.7% | -119.4% | -36.3% |
| 3Y | +942.5% | +240.8% | +701.7% | +408.4% |
| All | +942.5% | +246.3% | +696.2% | +408.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling