+307.6%
TWLO vs CBRE
+398.3%
-90.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | -3.9% | -7.2% | +3.3% | -0.4% |
| 30D | -9.7% | -6.4% | -3.3% | -7.1% |
| 3M | +11.6% | +2.9% | +8.7% | +9.0% |
| 6M | +84.7% | +2.5% | +82.2% | +79.8% |
| YTD | +62.5% | -14.2% | +76.7% | +71.3% |
| 1Y | +121.7% | -15.1% | +136.9% | +134.3% |
| 3Y | +253.0% | +61.9% | +191.1% | +167.0% |
| 5Y | -32.5% | +42.4% | -74.9% | -46.4% |
| All | +307.6% | +398.3% | -90.7% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling