+18.0%
CTSH vs TWLO
+814.9%
-796.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.3% | -1.2% |
| 7D | -2.1% | +2.8% | -4.9% | -2.5% |
| 30D | +8.0% | -22.4% | +30.3% | +11.1% |
| 3M | +10.6% | -14.2% | +24.8% | +11.9% |
| 6M | +32.5% | +10.5% | +22.0% | +28.5% |
| YTD | -21.0% | +54.3% | -75.3% | -27.4% |
| 1Y | -9.9% | +68.0% | -77.9% | -18.3% |
| 3Y | +3.1% | +273.0% | -269.9% | -18.5% |
| 5Y | -13.4% | -26.3% | +12.9% | -20.4% |
| 10Y | +37.1% | +595.4% | -558.3% | -7.7% |
| All | +18.0% | +814.9% | -796.9% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling