-32.5%
TWLO vs CHRW
+94.0%
-126.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -3.9% | +4.4% | -8.2% | -4.8% |
| 30D | -9.7% | +5.5% | -15.2% | -10.7% |
| 3M | +11.6% | -17.3% | +28.9% | +15.0% |
| 6M | +84.7% | -12.7% | +97.3% | +86.6% |
| YTD | +62.5% | -4.1% | +66.6% | +58.2% |
| 1Y | +121.7% | +21.2% | +100.5% | +100.1% |
| 3Y | +253.0% | +88.9% | +164.1% | +164.2% |
| 5Y | -32.5% | +93.1% | -125.6% | -48.9% |
| All | -32.5% | +94.0% | -126.5% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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