-32.5%
TWLO vs CLBK
+41.8%
-74.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -3.9% | -1.4% | -2.5% | -3.6% |
| 30D | -9.7% | +4.5% | -14.2% | -10.7% |
| 3M | +11.6% | +22.8% | -11.2% | +5.6% |
| 6M | +84.7% | +43.4% | +41.2% | +67.4% |
| YTD | +62.5% | +64.1% | -1.6% | +41.8% |
| 1Y | +121.7% | +67.6% | +54.1% | +91.8% |
| 3Y | +253.0% | +53.3% | +199.7% | +206.5% |
| 5Y | -32.5% | +44.8% | -77.3% | -45.7% |
| All | -32.5% | +41.8% | -74.3% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling