+240.8%
TWLO vs CAVA
+41.9%
+198.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.2% |
| 7D | -2.4% | -8.0% | +5.6% | -1.1% |
| 30D | -7.8% | -19.6% | +11.7% | -4.5% |
| 3M | +10.0% | -36.7% | +46.7% | +18.5% |
| 6M | +79.5% | -30.6% | +110.1% | +88.1% |
| YTD | +59.8% | -4.8% | +64.6% | +53.8% |
| 1Y | +121.7% | -13.1% | +134.8% | +116.5% |
| 3Y | +240.8% | +48.8% | +192.0% | +196.2% |
| All | +240.8% | +41.9% | +198.9% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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