-13.9%
CTSH vs TWLO
+246.1%
-259.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -3.0% |
| 7D | -8.2% | +0.2% | -8.4% | -8.2% |
| 30D | +0.4% | -9.1% | +9.5% | +1.8% |
| 3M | +10.6% | +11.0% | -0.4% | +8.3% |
| 6M | -8.8% | +79.4% | -88.2% | -18.4% |
| YTD | -28.6% | +59.7% | -88.3% | -35.2% |
| 1Y | -15.9% | +112.3% | -128.2% | -27.2% |
| All | -13.9% | +246.1% | -259.9% | -33.9% |
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