-7.6%
CTSH vs TWLO
+60.3%
-67.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -0.9% | -15.9% | +15.0% | +0.9% |
| 30D | +13.1% | -29.0% | +42.1% | +17.6% |
| 3M | +17.9% | +10.0% | +7.9% | +14.1% |
| 6M | +28.5% | +12.6% | +15.9% | +22.9% |
| YTD | -19.3% | +50.1% | -69.4% | -30.4% |
| 1Y | -7.6% | +64.3% | -71.9% | -22.2% |
| All | -7.6% | +60.3% | -67.9% | -22.2% |
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