+709.2%
TWLO vs CI
+142.3%
+566.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.8% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | +20.6% | +4.4% | +16.1% | +19.5% |
| 3M | -1.5% | +0.7% | -2.2% | -1.8% |
| 6M | +89.4% | +0.3% | +89.1% | +88.2% |
| YTD | +63.8% | +3.8% | +60.0% | +61.1% |
| 1Y | +119.7% | -5.5% | +125.2% | +119.0% |
| 3Y | +256.1% | +8.1% | +248.0% | +232.3% |
| 5Y | -36.6% | +42.8% | -79.4% | -46.7% |
| 10Y | +304.3% | +143.9% | +160.5% | +129.9% |
| All | +709.2% | +142.3% | +566.9% | +358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling