-32.5%
TWLO vs CLX
-37.2%
+4.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.8% |
| 7D | -3.9% | -5.9% | +2.0% | -3.7% |
| 30D | -9.7% | -17.0% | +7.3% | -9.2% |
| 3M | +11.6% | -9.6% | +21.2% | +11.9% |
| 6M | +84.7% | -21.5% | +106.2% | +89.4% |
| YTD | +62.5% | -8.8% | +71.3% | +61.8% |
| 1Y | +121.7% | -24.7% | +146.4% | +128.4% |
| 3Y | +253.0% | -35.6% | +288.6% | +268.3% |
| 5Y | -32.5% | -37.6% | +5.1% | -33.2% |
| All | -32.5% | -37.2% | +4.7% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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