+580.6%
CVNA vs TWLO
+246.3%
+334.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | -7.3% | -2.4% | -4.9% | -6.5% |
| 30D | -4.6% | -7.8% | +3.2% | -2.1% |
| 3M | +2.0% | +10.0% | -8.1% | -4.1% |
| 6M | +11.7% | +79.5% | -67.7% | -21.4% |
| YTD | -18.1% | +59.8% | -77.9% | -39.5% |
| 1Y | -2.4% | +121.7% | -124.1% | -41.7% |
| 3Y | +580.6% | +240.8% | +339.8% | +146.4% |
| All | +580.6% | +246.3% | +334.3% | +146.4% |
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