+119.7%
TWLO vs CBRE
-7.7%
+127.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -2.0% | -2.0% | 0.0% | -1.6% |
| 30D | +20.6% | -2.2% | +22.8% | +21.0% |
| 3M | -1.5% | +12.9% | -14.5% | -5.4% |
| 6M | +89.4% | +4.3% | +85.1% | +87.3% |
| YTD | +63.8% | -8.0% | +71.8% | +71.5% |
| 1Y | +119.7% | -8.6% | +128.3% | +131.1% |
| All | +119.7% | -7.7% | +127.4% | +131.1% |
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