+240.8%
TWLO vs CMI
+150.2%
+90.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -2.0% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -7.8% | -12.4% | +4.6% | -4.4% |
| 3M | +10.0% | -14.8% | +24.8% | +14.2% |
| 6M | +79.5% | +0.8% | +78.7% | +71.5% |
| YTD | +59.8% | +10.2% | +49.6% | +44.4% |
| 1Y | +121.7% | +37.4% | +84.2% | +78.5% |
| 3Y | +240.8% | +153.3% | +87.5% | +88.6% |
| All | +240.8% | +150.2% | +90.6% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling