+709.2%
TWLO vs CFG
+376.0%
+333.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -2.0% | +1.5% | -3.6% | -2.5% |
| 30D | +20.6% | -3.8% | +24.4% | +22.1% |
| 3M | -1.5% | +11.5% | -13.0% | -5.3% |
| 6M | +89.4% | +19.2% | +70.2% | +77.4% |
| YTD | +63.8% | +23.7% | +40.1% | +51.0% |
| 1Y | +119.7% | +38.8% | +80.9% | +94.7% |
| 3Y | +256.1% | +178.9% | +77.2% | +149.2% |
| 5Y | -36.6% | +101.8% | -138.3% | -51.5% |
| 10Y | +304.3% | +317.3% | -12.9% | +113.6% |
| All | +709.2% | +376.0% | +333.2% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling