+64.3%
TWLO vs CBRE
-6.2%
+70.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.3% | -1.0% |
| 7D | -15.9% | +14.1% | -29.9% | -18.4% |
| 30D | -29.0% | +9.0% | -38.1% | -30.4% |
| 3M | +10.0% | -6.6% | +16.6% | +11.9% |
| 6M | +12.6% | +0.8% | +11.8% | +12.2% |
| YTD | +50.1% | -12.2% | +62.3% | +59.9% |
| 1Y | +64.3% | -6.8% | +71.1% | +67.5% |
| All | +64.3% | -6.2% | +70.5% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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