+68.0%
TWLO vs CDW
+23.0%
+45.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.8% |
| 7D | +2.8% | +2.6% | +0.2% | +2.0% |
| 30D | -22.4% | +20.4% | -42.7% | -26.2% |
| 3M | -14.2% | +28.5% | -42.7% | -20.1% |
| 6M | +10.5% | +70.6% | -60.1% | -6.2% |
| YTD | +54.3% | +29.1% | +25.2% | +41.1% |
| 1Y | +68.0% | +23.8% | +44.2% | +55.9% |
| All | +68.0% | +23.0% | +45.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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