+98.1%
TWLO vs CAI
-11.0%
+109.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.9% | -5.1% | +1.2% | -3.1% |
| 30D | -9.7% | +3.9% | -13.6% | -10.4% |
| 3M | +11.6% | +40.1% | -28.5% | +6.4% |
| 6M | +84.7% | +29.7% | +55.0% | +76.0% |
| YTD | +62.5% | -10.9% | +73.4% | +59.0% |
| 1Y | +121.7% | -28.0% | +149.7% | +117.7% |
| All | +98.1% | -11.0% | +109.1% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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