-32.3%
TWLO vs CAG
-43.1%
+10.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.7% |
| 7D | -2.4% | -5.7% | +3.3% | -2.9% |
| 30D | -7.8% | -2.4% | -5.4% | -8.0% |
| 3M | +10.0% | +9.8% | +0.2% | +10.9% |
| 6M | +79.5% | -10.8% | +90.3% | +78.7% |
| YTD | +59.8% | -10.8% | +70.7% | +59.2% |
| 1Y | +121.7% | -19.0% | +140.6% | +120.4% |
| 3Y | +240.8% | -39.7% | +280.5% | +235.7% |
| All | -32.3% | -43.1% | +10.8% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling