+633.6%
TWLO vs CHRW
+136.5%
+497.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +4.5% | +7.3% | -2.7% | +2.7% |
| 30D | -22.1% | -3.6% | -18.5% | -21.5% |
| 3M | -15.3% | -9.6% | -5.7% | -13.6% |
| 6M | +9.7% | -17.0% | +26.7% | +12.5% |
| YTD | +48.5% | -15.4% | +63.9% | +48.8% |
| 1Y | +70.3% | -10.0% | +80.3% | +67.5% |
| 3Y | +261.4% | +82.2% | +179.3% | +170.9% |
| 5Y | -30.6% | +59.4% | -89.9% | -45.5% |
| 10Y | +569.2% | +129.7% | +439.5% | +361.9% |
| All | +633.6% | +136.5% | +497.1% | +401.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling