+121.7%
TWLO vs CBRE
-15.0%
+136.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -3.9% | -7.2% | +3.3% | -2.1% |
| 30D | -9.7% | -6.4% | -3.3% | -8.3% |
| 3M | +11.6% | +2.9% | +8.7% | +10.1% |
| 6M | +84.7% | +2.5% | +82.2% | +82.6% |
| YTD | +62.5% | -14.2% | +76.7% | +73.2% |
| 1Y | +121.7% | -15.1% | +136.9% | +133.5% |
| All | +121.7% | -15.0% | +136.7% | +133.5% |
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