+240.8%
TWLO vs CGNX
+49.8%
+191.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -2.5% |
| 7D | -2.4% | +3.2% | -5.6% | -3.1% |
| 30D | -7.8% | +6.0% | -13.8% | -9.2% |
| 3M | +10.0% | +3.5% | +6.5% | +8.2% |
| 6M | +79.5% | +26.3% | +53.2% | +67.3% |
| YTD | +59.8% | +79.2% | -19.4% | +32.1% |
| 1Y | +121.7% | +43.8% | +77.9% | +95.3% |
| 3Y | +240.8% | +52.0% | +188.9% | +159.7% |
| All | +240.8% | +49.8% | +191.0% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling