+64.3%
TWLO vs CFG
+34.2%
+30.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.3% |
| 7D | -15.9% | +1.8% | -17.6% | -15.9% |
| 30D | -29.0% | +3.3% | -32.3% | -29.1% |
| 3M | +10.0% | -9.8% | +19.9% | +10.7% |
| 6M | +12.6% | +5.2% | +7.4% | +12.3% |
| YTD | +50.1% | +16.1% | +34.0% | +42.1% |
| 1Y | +64.3% | +33.7% | +30.6% | +36.8% |
| All | +64.3% | +34.2% | +30.0% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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