+39.7%
CVS vs TWLO
+841.6%
-801.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +0.4% | -6.4% | +6.8% | +0.5% |
| 3M | -0.4% | +6.3% | -6.7% | -0.7% |
| 6M | +25.1% | +76.4% | -51.3% | +22.6% |
| YTD | +23.9% | +58.8% | -34.9% | +21.7% |
| 1Y | +41.1% | +107.1% | -66.0% | +37.2% |
| 3Y | +63.6% | +245.0% | -181.4% | +55.1% |
| 5Y | +31.5% | -36.0% | +67.5% | +29.6% |
| 10Y | +40.5% | +293.2% | -252.7% | +24.7% |
| All | +39.7% | +841.6% | -801.9% | +21.5% |
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 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