+18.7%
CTSH vs TWLO
+319.6%
-300.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -9.8% | -3.9% | -5.9% | -9.3% |
| 30D | +0.1% | -9.7% | +9.8% | +1.5% |
| 3M | +13.2% | +11.6% | +1.6% | +10.9% |
| 6M | -6.2% | +84.7% | -90.9% | -15.3% |
| YTD | -28.5% | +62.5% | -91.0% | -34.4% |
| 1Y | -13.8% | +121.7% | -135.5% | -24.6% |
| 3Y | -13.7% | +253.0% | -266.7% | -31.1% |
| 5Y | -16.7% | -32.5% | +15.8% | -22.4% |
| All | +18.7% | +319.6% | -300.9% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling