+209.5%
CVX vs TWLO
+841.6%
-632.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.8% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +13.4% | -6.4% | +19.8% | +13.8% |
| 3M | +11.8% | +6.3% | +5.6% | +11.0% |
| 6M | +12.4% | +76.4% | -64.0% | +7.5% |
| YTD | +41.5% | +58.8% | -17.3% | +35.9% |
| 1Y | +41.6% | +107.1% | -65.5% | +33.1% |
| 3Y | +42.2% | +245.0% | -202.7% | +26.9% |
| 5Y | +166.0% | -36.0% | +201.9% | +160.3% |
| 10Y | +207.2% | +293.2% | -86.0% | +139.6% |
| All | +209.5% | +841.6% | -632.1% | +126.3% |
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 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