+55.4%
CVS vs TWLO
+252.1%
-196.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -2.0% | -3.9% | +1.9% | -2.0% |
| 30D | +1.9% | -9.7% | +11.6% | +1.9% |
| 3M | -2.2% | +11.6% | -13.8% | -2.2% |
| 6M | +26.7% | +84.7% | -58.0% | +25.9% |
| YTD | +22.9% | +62.5% | -39.6% | +22.5% |
| 1Y | +32.9% | +121.7% | -88.8% | +31.1% |
| All | +55.4% | +252.1% | -196.6% | +43.3% |
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