-35.6%
TWLO vs CBRE
+42.7%
-78.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.7% |
| 7D | +0.2% | -1.7% | +1.9% | +1.3% |
| 30D | -9.1% | -3.0% | -6.2% | -7.9% |
| 3M | +11.0% | +2.6% | +8.4% | +7.7% |
| 6M | +79.4% | +2.0% | +77.4% | +73.4% |
| YTD | +59.7% | -13.1% | +72.9% | +69.6% |
| 1Y | +112.3% | -13.8% | +126.2% | +125.6% |
| 3Y | +247.0% | +63.9% | +183.1% | +121.6% |
| 5Y | -35.6% | +42.3% | -77.9% | -58.3% |
| All | -35.6% | +42.7% | -78.3% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling