+279.7%
TWLO vs CART
+112.9%
+166.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -1.5% | +3.0% | -4.4% | -2.2% |
| 30D | -26.0% | +28.6% | -54.6% | -30.7% |
| 3M | +4.6% | +29.1% | -24.5% | -2.2% |
| 6M | +5.5% | +44.7% | -39.2% | -4.2% |
| YTD | +42.0% | +29.2% | +12.8% | +31.0% |
| 1Y | +58.5% | +66.2% | -7.7% | +39.7% |
| 3Y | +279.7% | +112.8% | +166.8% | +193.9% |
| All | +279.7% | +112.9% | +166.8% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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