+3,015.3%
CVNA vs TWLO
+593.1%
+2,422.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.6% |
| 7D | -7.3% | -2.4% | -4.9% | -6.0% |
| 30D | -4.6% | -7.8% | +3.2% | -1.0% |
| 3M | +2.0% | +10.0% | -8.1% | -7.6% |
| 6M | +11.7% | +79.5% | -67.7% | -31.0% |
| YTD | -18.1% | +59.8% | -77.9% | -46.6% |
| 1Y | -2.4% | +121.7% | -124.1% | -49.8% |
| 3Y | +580.6% | +240.8% | +339.8% | +143.7% |
| 5Y | +4.9% | -33.6% | +38.5% | -4.6% |
| All | +3,015.3% | +593.1% | +2,422.2% | +882.5% |
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