-27.8%
TWLO vs CFG
+63.2%
-91.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.0% |
| 7D | +2.8% | -0.8% | +3.6% | +3.3% |
| 30D | -22.4% | +3.1% | -25.5% | -23.4% |
| 3M | -14.2% | -9.7% | -4.5% | -10.0% |
| 6M | +10.5% | +6.7% | +3.8% | +5.8% |
| YTD | +54.3% | +15.2% | +39.1% | +40.1% |
| 1Y | +68.0% | +28.8% | +39.2% | +43.5% |
| 3Y | +273.0% | +190.1% | +82.9% | +96.2% |
| All | -27.8% | +63.2% | -91.0% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling