+702.8%
TWLO vs CBOE
+412.5%
+290.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | -3.9% | -3.7% | -0.2% | -3.0% |
| 30D | -9.7% | +2.0% | -11.7% | -10.2% |
| 3M | +11.6% | -4.2% | +15.9% | +12.3% |
| 6M | +84.7% | +1.2% | +83.5% | +81.2% |
| YTD | +62.5% | +15.4% | +47.1% | +53.3% |
| 1Y | +121.7% | +23.5% | +98.2% | +105.0% |
| 3Y | +253.0% | +93.2% | +159.8% | +173.2% |
| 5Y | -32.5% | +142.0% | -174.4% | -52.8% |
| 10Y | +312.7% | +379.2% | -66.5% | +105.4% |
| All | +702.8% | +412.5% | +290.3% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling