+94.7%
TWLO vs CAI
-11.0%
+105.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.1% |
| 7D | +0.2% | -3.1% | +3.3% | +0.7% |
| 30D | -9.1% | +2.7% | -11.8% | -9.7% |
| 3M | +11.0% | +41.7% | -30.7% | +5.6% |
| 6M | +79.4% | +26.5% | +52.9% | +71.4% |
| YTD | +59.7% | -10.9% | +70.7% | +56.3% |
| 1Y | +112.3% | -29.2% | +141.5% | +108.6% |
| All | +94.7% | -11.0% | +105.7% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling