+684.6%
TWLO vs CAG
-39.1%
+723.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -3.0% |
| 7D | -1.2% | -5.3% | +4.1% | -0.9% |
| 30D | -6.4% | +1.0% | -7.4% | -6.5% |
| 3M | +6.3% | +17.4% | -11.1% | +4.9% |
| 6M | +76.4% | -16.8% | +93.2% | +79.0% |
| YTD | +58.8% | -6.8% | +65.6% | +59.1% |
| 1Y | +107.1% | -15.4% | +122.5% | +109.4% |
| 3Y | +245.0% | -37.1% | +282.1% | +257.2% |
| 5Y | -36.0% | -41.3% | +5.3% | -33.6% |
| 10Y | +293.2% | -35.5% | +328.7% | +270.6% |
| All | +684.6% | -39.1% | +723.7% | +715.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling