+245.0%
TWLO vs CFG
+193.0%
+52.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | -1.2% | +2.7% | -3.9% | -2.3% |
| 30D | -6.4% | -3.7% | -2.7% | -4.9% |
| 3M | +6.3% | +9.5% | -3.2% | +1.7% |
| 6M | +76.4% | +22.2% | +54.2% | +59.4% |
| YTD | +58.8% | +22.3% | +36.5% | +42.3% |
| 1Y | +107.1% | +39.4% | +67.6% | +73.4% |
| 3Y | +245.0% | +188.5% | +56.5% | +93.9% |
| All | +245.0% | +193.0% | +52.0% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling