-30.2%
TWLO vs CBRE
+25.7%
-56.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.4% |
| 7D | +5.6% | -2.8% | +8.4% | +7.3% |
| 30D | -24.6% | +2.2% | -26.9% | -26.1% |
| 3M | -14.0% | -10.1% | -3.9% | -9.5% |
| 6M | +10.1% | -8.0% | +18.1% | +12.6% |
| YTD | +49.2% | -17.6% | +66.8% | +62.2% |
| 1Y | +65.2% | -14.7% | +79.9% | +75.1% |
| 3Y | +260.7% | +80.4% | +180.3% | +105.0% |
| 5Y | -30.2% | +25.9% | -56.1% | -51.7% |
| All | -30.2% | +25.7% | -56.0% | -51.7% |
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