+90.8%
CRWD vs TWLO
+117.0%
-26.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -3.0% | -2.4% | -0.6% | -2.1% |
| 30D | -6.8% | -7.8% | +1.0% | -3.7% |
| 3M | +19.6% | +10.0% | +9.6% | +15.2% |
| 6M | +87.1% | +79.5% | +7.6% | +44.9% |
| YTD | +76.4% | +59.8% | +16.6% | +41.3% |
| 1Y | +90.8% | +121.7% | -30.9% | +31.2% |
| All | +90.8% | +117.0% | -26.2% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling