+617.7%
TWLO vs CMS
+117.8%
+500.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | -28.6% | +7.1% | -35.7% | -29.2% |
| 3M | -14.4% | -1.3% | -13.1% | -14.3% |
| 6M | +2.4% | -2.7% | +5.1% | +2.5% |
| YTD | +45.3% | +2.6% | +42.7% | +43.8% |
| 1Y | +61.8% | -2.0% | +63.8% | +61.4% |
| 3Y | +269.0% | +39.6% | +229.4% | +242.3% |
| 5Y | -33.5% | +35.3% | -68.8% | -38.3% |
| 10Y | +549.6% | +132.3% | +417.3% | +535.8% |
| All | +617.7% | +117.8% | +500.0% | +600.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling