+64.3%
TWLO vs CAG
-6.8%
+71.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.0% | -6.1% | +2.0% |
| 7D | -15.9% | +9.7% | -25.6% | -12.8% |
| 30D | -29.0% | +15.8% | -44.8% | -25.2% |
| 3M | +10.0% | +1.8% | +8.2% | +12.3% |
| 6M | +12.6% | +11.5% | +1.1% | +18.1% |
| YTD | +50.1% | -6.7% | +56.8% | +54.7% |
| 1Y | +64.3% | -5.6% | +69.9% | +67.0% |
| All | +64.3% | -6.8% | +71.1% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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