+119.7%
TWLO vs CGNX
+42.4%
+77.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.4% |
| 7D | -2.0% | +3.0% | -5.0% | -2.3% |
| 30D | +20.6% | -11.8% | +32.4% | +22.0% |
| 3M | -1.5% | -3.6% | +2.1% | -1.6% |
| 6M | +89.4% | +17.4% | +72.0% | +84.0% |
| YTD | +63.8% | +73.7% | -10.0% | +46.5% |
| 1Y | +119.7% | +41.5% | +78.2% | +104.6% |
| All | +119.7% | +42.4% | +77.3% | +104.6% |
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