+644.0%
TWLO vs CI
+161.5%
+482.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.1% | +3.1% |
| 7D | +0.2% | +2.6% | -2.4% | -0.3% |
| 30D | -26.0% | +7.3% | -33.3% | -27.2% |
| 3M | -14.3% | +9.5% | -23.8% | -16.2% |
| 6M | +6.2% | +6.4% | -0.2% | +4.3% |
| YTD | +50.6% | +12.0% | +38.6% | +45.4% |
| 1Y | +64.0% | +20.1% | +43.9% | +55.7% |
| 3Y | +264.1% | +9.6% | +254.5% | +240.4% |
| 5Y | -27.9% | +52.7% | -80.7% | -40.3% |
| 10Y | +580.0% | +150.3% | +429.8% | +290.5% |
| All | +644.0% | +161.5% | +482.6% | +314.1% |
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