+119.7%
TWLO vs CI
-4.0%
+123.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -3.2% |
| 7D | -2.0% | +1.3% | -3.3% | -1.9% |
| 30D | +20.6% | +4.4% | +16.1% | +21.2% |
| 3M | -1.5% | +0.7% | -2.2% | -1.2% |
| 6M | +89.4% | +0.3% | +89.1% | +89.5% |
| YTD | +63.8% | +3.8% | +60.0% | +64.9% |
| 1Y | +119.7% | -5.5% | +125.2% | +121.6% |
| All | +119.7% | -4.0% | +123.7% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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