+119.7%
TWLO vs CNH
+29.2%
+90.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.0% | -7.2% | -2.7% |
| 7D | -2.0% | +23.3% | -25.3% | +0.3% |
| 30D | +20.6% | +33.5% | -12.9% | +24.5% |
| 3M | -1.5% | +32.7% | -34.3% | +1.8% |
| 6M | +89.4% | +22.2% | +67.3% | +96.1% |
| YTD | +63.8% | +57.7% | +6.1% | +59.4% |
| 1Y | +119.7% | +28.0% | +91.7% | +138.4% |
| All | +119.7% | +29.2% | +90.5% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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