+301.0%
TWLO vs CMI
+516.5%
-215.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -2.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -7.8% | -12.4% | +4.6% | -3.5% |
| 3M | +10.0% | -14.8% | +24.8% | +15.5% |
| 6M | +79.5% | +0.8% | +78.7% | +73.6% |
| YTD | +59.8% | +10.2% | +49.6% | +47.6% |
| 1Y | +121.7% | +37.4% | +84.2% | +86.0% |
| 3Y | +240.8% | +153.3% | +87.5% | +119.9% |
| 5Y | -33.6% | +167.6% | -201.2% | -58.5% |
| All | +301.0% | +516.5% | -215.5% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling