+684.6%
TWLO vs CAH
+309.9%
+374.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.5% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -6.4% | +1.7% | -8.1% | -6.7% |
| 3M | +6.3% | +17.9% | -11.6% | +2.8% |
| 6M | +76.4% | +10.9% | +65.5% | +72.4% |
| YTD | +58.8% | +17.9% | +41.0% | +52.6% |
| 1Y | +107.1% | +61.7% | +45.4% | +85.1% |
| 3Y | +245.0% | +183.7% | +61.2% | +170.0% |
| 5Y | -36.0% | +401.3% | -437.3% | -57.7% |
| 10Y | +293.2% | +293.7% | -0.5% | +190.2% |
| All | +684.6% | +309.9% | +374.7% | +393.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling