-35.6%
TWLO vs CFG
+99.7%
-135.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.5% |
| 30D | -9.1% | -4.5% | -4.6% | -7.1% |
| 3M | +11.0% | +6.3% | +4.7% | +7.2% |
| 6M | +79.4% | +20.6% | +58.8% | +61.4% |
| YTD | +59.7% | +21.2% | +38.5% | +42.2% |
| 1Y | +112.3% | +38.2% | +74.1% | +76.2% |
| 3Y | +247.0% | +185.9% | +61.0% | +89.5% |
| 5Y | -35.6% | +97.0% | -132.6% | -55.6% |
| All | -35.6% | +99.7% | -135.2% | -55.6% |
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