+206.3%
CRM vs TWLO
+847.7%
-641.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.4% |
| 7D | -4.4% | -2.4% | -2.0% | -3.8% |
| 30D | +28.1% | -7.8% | +36.0% | +31.3% |
| 3M | +48.8% | +10.0% | +38.8% | +43.5% |
| 6M | +28.3% | +79.5% | -51.2% | +6.6% |
| YTD | -6.0% | +59.8% | -65.8% | -19.4% |
| 1Y | +1.4% | +121.7% | -120.2% | -21.2% |
| 3Y | +11.8% | +240.8% | -229.0% | -26.3% |
| 5Y | -2.0% | -33.6% | +31.6% | -9.6% |
| 10Y | +239.6% | +306.0% | -66.4% | +94.3% |
| All | +206.3% | +847.7% | -641.4% | +65.6% |
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