+689.1%
TWLO vs CMI
+515.7%
+173.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +0.2% | +0.7% | -0.5% | -0.1% |
| 30D | -9.1% | -12.3% | +3.1% | -4.9% |
| 3M | +11.0% | -16.8% | +27.8% | +17.5% |
| 6M | +79.4% | +1.5% | +77.8% | +73.0% |
| YTD | +59.7% | +9.8% | +49.9% | +47.6% |
| 1Y | +112.3% | +42.6% | +69.7% | +75.0% |
| 3Y | +247.0% | +151.0% | +96.0% | +123.6% |
| 5Y | -35.6% | +167.0% | -202.6% | -59.9% |
| 10Y | +305.7% | +512.2% | -206.5% | +63.5% |
| All | +689.1% | +515.7% | +173.4% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling