-32.3%
TWLO vs CMI
+164.8%
-197.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | +10.0% | -14.8% | +24.8% | +16.3% |
| 6M | +79.5% | +0.8% | +78.7% | +70.5% |
| YTD | +59.8% | +10.2% | +49.6% | +42.2% |
| 1Y | +121.7% | +37.4% | +84.2% | +72.3% |
| 3Y | +240.8% | +153.3% | +87.5% | +75.6% |
| All | -32.3% | +164.8% | -197.1% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling