+121.7%
TWLO vs CI
-5.7%
+127.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -7.8% | +1.8% | -9.6% | -7.6% |
| 3M | +10.0% | -4.2% | +14.3% | +9.2% |
| 6M | +79.5% | +8.8% | +70.6% | +81.5% |
| YTD | +59.8% | +3.7% | +56.1% | +60.9% |
| 1Y | +121.7% | -6.1% | +127.8% | +123.3% |
| All | +121.7% | -5.7% | +127.4% | +123.3% |
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