+305.7%
TWLO vs CFG
+308.1%
-2.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -9.1% | -4.5% | -4.6% | -7.8% |
| 3M | +11.0% | +6.3% | +4.7% | +8.5% |
| 6M | +79.4% | +20.6% | +58.8% | +67.7% |
| YTD | +59.7% | +21.2% | +38.5% | +48.5% |
| 1Y | +112.3% | +38.2% | +74.1% | +89.0% |
| 3Y | +247.0% | +185.9% | +61.0% | +143.7% |
| 5Y | -35.6% | +97.0% | -132.6% | -50.1% |
| 10Y | +305.7% | +306.8% | -1.1% | +165.5% |
| All | +305.7% | +308.1% | -2.4% | +165.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling