+5.6%
CVS vs TWLO
+60.3%
-54.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.1% | -12.4% | -12.5% |
| 7D | -11.1% | -15.9% | +4.8% | -12.1% |
| 30D | -7.4% | -29.0% | +21.6% | -9.6% |
| 3M | -22.9% | +10.0% | -32.9% | -22.4% |
| 6M | -1.2% | +12.6% | -13.8% | -0.1% |
| YTD | +3.9% | +50.1% | -46.2% | +7.9% |
| 1Y | +5.6% | +64.3% | -58.7% | +9.8% |
| All | +5.6% | +60.3% | -54.7% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling