-10.8%
CTSH vs TWLO
+123.2%
-134.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -3.2% |
| 7D | -2.7% | -2.0% | -0.7% | -2.4% |
| 30D | +12.4% | +20.6% | -8.2% | +9.0% |
| 3M | +17.4% | -1.5% | +18.9% | +17.3% |
| 6M | -3.1% | +89.4% | -92.5% | -15.2% |
| YTD | -23.6% | +63.8% | -87.4% | -32.4% |
| 1Y | -10.8% | +119.7% | -130.6% | -24.0% |
| All | -10.8% | +123.2% | -134.0% | -24.0% |
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