+52.9%
TWLO vs CGNX
+19.2%
+33.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -10.5% | +4.6% | -4.8% |
| 7D | -16.9% | -19.5% | +2.5% | -15.1% |
| 30D | -28.3% | -28.4% | +0.1% | -26.5% |
| 3M | +4.0% | -32.7% | +36.7% | +7.1% |
| 6M | +2.8% | -19.0% | +21.8% | +4.2% |
| YTD | +41.3% | +32.6% | +8.7% | +35.6% |
| 1Y | +52.9% | +18.0% | +34.9% | +52.6% |
| All | +52.9% | +19.2% | +33.7% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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