-32.3%
TWLO vs CBOE
+136.7%
-169.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | -2.4% | -5.8% | +3.4% | -1.6% |
| 30D | -7.8% | -3.1% | -4.7% | -7.4% |
| 3M | +10.0% | -4.8% | +14.8% | +10.6% |
| 6M | +79.5% | -0.6% | +80.0% | +76.9% |
| YTD | +59.8% | +12.8% | +47.0% | +54.0% |
| 1Y | +121.7% | +19.8% | +101.9% | +111.2% |
| 3Y | +240.8% | +86.9% | +153.9% | +168.8% |
| All | -32.3% | +136.7% | -169.0% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling