-61.8%
CRWV vs TWLO
+54.0%
-115.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.9% | -4.0% | -8.2% |
| 7D | -28.1% | -16.9% | -11.2% | -24.5% |
| 30D | -52.4% | -28.3% | -24.1% | -48.1% |
| 3M | -51.4% | +4.0% | -55.4% | -52.1% |
| 6M | -65.9% | +2.8% | -68.6% | -66.7% |
| YTD | -39.0% | +41.3% | -80.3% | -48.5% |
| 1Y | -61.8% | +52.9% | -114.8% | -68.4% |
| All | -61.8% | +54.0% | -115.8% | -68.4% |
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 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