+117.9%
TWLO vs CFG
+37.4%
+80.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -9.1% | -4.5% | -4.6% | -8.5% |
| 3M | +11.0% | +6.3% | +4.7% | +9.7% |
| 6M | +79.4% | +20.6% | +58.8% | +69.2% |
| YTD | +59.7% | +21.2% | +38.5% | +48.3% |
| All | +117.9% | +37.4% | +80.5% | +86.5% |
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 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