+380.0%
CRWD vs TWLO
+246.3%
+133.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.6% |
| 3M | +19.6% | +10.0% | +9.6% | +14.7% |
| 6M | +87.1% | +79.5% | +7.6% | +46.1% |
| YTD | +76.4% | +59.8% | +16.6% | +43.3% |
| 1Y | +90.8% | +121.7% | -30.9% | +35.8% |
| 3Y | +380.0% | +240.8% | +139.2% | +189.3% |
| All | +380.0% | +246.3% | +133.7% | +189.3% |
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