+263.1%
TWLO vs CBRE
+81.9%
+181.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | +5.6% | -2.8% | +8.4% | +6.7% |
| 30D | -24.6% | +2.2% | -26.9% | -25.5% |
| 3M | -14.0% | -10.1% | -3.9% | -10.9% |
| 6M | +10.1% | -8.0% | +18.1% | +12.3% |
| YTD | +49.2% | -17.6% | +66.8% | +59.4% |
| 1Y | +65.2% | -14.7% | +79.9% | +73.5% |
| All | +263.1% | +81.9% | +181.2% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling