+68.0%
TWLO vs CMS
-2.8%
+70.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.3% |
| 7D | +2.8% | -1.1% | +3.9% | +1.8% |
| 30D | -22.4% | +6.6% | -28.9% | -17.8% |
| 3M | -14.2% | +0.8% | -15.1% | -11.8% |
| 6M | +10.5% | -3.3% | +13.8% | +12.2% |
| YTD | +54.3% | +2.7% | +51.6% | +58.8% |
| 1Y | +68.0% | -4.0% | +72.0% | +77.3% |
| All | +68.0% | -2.8% | +70.8% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling