+3,206.8%
CVNA vs TWLO
+592.7%
+2,614.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.5% |
| 30D | -1.0% | -9.1% | +8.1% | +3.6% |
| 3M | +5.5% | +11.0% | -5.5% | -4.9% |
| 6M | +11.8% | +79.4% | -67.6% | -30.9% |
| YTD | -13.0% | +59.7% | -72.7% | -43.3% |
| 1Y | -2.1% | +112.3% | -114.4% | -48.2% |
| 3Y | +681.6% | +247.0% | +434.7% | +176.9% |
| 5Y | +11.6% | -35.6% | +47.2% | +3.1% |
| All | +3,206.8% | +592.7% | +2,614.1% | +943.9% |
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 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