+119.7%
TWLO vs CBOE
+29.2%
+90.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.0% | -3.6% | +1.6% | -1.7% |
| 30D | +20.6% | +5.1% | +15.5% | +20.1% |
| 3M | -1.5% | +4.6% | -6.2% | -1.8% |
| 6M | +89.4% | -0.3% | +89.7% | +79.1% |
| YTD | +63.8% | +19.8% | +44.0% | +50.5% |
| 1Y | +119.7% | +28.4% | +91.4% | +98.4% |
| All | +119.7% | +29.2% | +90.6% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling