+248.2%
TWLO vs CART
+40.2%
+208.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | +4.5% | +1.3% | +3.3% | +4.2% |
| 30D | -22.1% | +19.2% | -41.3% | -25.4% |
| 3M | -15.3% | +17.6% | -32.9% | -18.9% |
| 6M | +9.7% | +47.4% | -37.7% | -0.2% |
| YTD | +48.5% | +30.9% | +17.6% | +37.3% |
| 1Y | +70.3% | +46.0% | +24.4% | +54.5% |
| 3Y | +261.4% | +130.3% | +131.1% | +184.7% |
| All | +248.2% | +40.2% | +208.0% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling