+240.8%
TWLO vs CAH
+176.8%
+64.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -2.4% | -5.1% | +2.7% | -2.1% |
| 30D | -7.8% | +0.2% | -8.0% | -7.8% |
| 3M | +10.0% | +6.3% | +3.7% | +9.6% |
| 6M | +79.5% | +9.4% | +70.1% | +78.5% |
| YTD | +59.8% | +15.0% | +44.9% | +57.5% |
| 1Y | +121.7% | +55.4% | +66.2% | +107.6% |
| 3Y | +240.8% | +173.8% | +67.0% | +192.2% |
| All | +240.8% | +176.8% | +64.0% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 3y: compounded portfolio wealth divided by compounded CAH 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…
3y analysis · Full analysis span regression · 6 months rolling