+684.6%
TWLO vs CLX
-7.4%
+692.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.9% |
| 7D | -1.2% | -3.5% | +2.3% | -0.8% |
| 30D | -6.4% | -11.9% | +5.5% | -5.1% |
| 3M | +6.3% | -2.6% | +8.9% | +6.4% |
| 6M | +76.4% | -18.2% | +94.6% | +81.0% |
| YTD | +58.8% | -5.9% | +64.7% | +58.0% |
| 1Y | +107.1% | -23.8% | +130.9% | +114.6% |
| 3Y | +245.0% | -33.6% | +278.6% | +264.0% |
| 5Y | -36.0% | -35.7% | -0.3% | -33.6% |
| 10Y | +293.2% | -2.5% | +295.7% | +266.9% |
| All | +684.6% | -7.4% | +692.0% | +595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling