+121.7%
TWLO vs CAG
-18.8%
+140.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.8% |
| 7D | -2.4% | -5.7% | +3.3% | -3.9% |
| 30D | -7.8% | -2.4% | -5.4% | -8.5% |
| 3M | +10.0% | +9.8% | +0.2% | +12.9% |
| 6M | +79.5% | -10.8% | +90.3% | +74.4% |
| YTD | +59.8% | -10.8% | +70.7% | +58.1% |
| 1Y | +121.7% | -19.0% | +140.6% | +113.2% |
| All | +121.7% | -18.8% | +140.5% | +113.2% |
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