+307.6%
TWLO vs CNH
+157.1%
+150.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.5% |
| 7D | -3.9% | -2.5% | -1.4% | -3.4% |
| 30D | -9.7% | +27.0% | -36.7% | -15.8% |
| 3M | +11.6% | +32.6% | -21.0% | +2.3% |
| 6M | +84.7% | +23.6% | +61.1% | +70.4% |
| YTD | +62.5% | +47.8% | +14.7% | +40.6% |
| 1Y | +121.7% | +21.3% | +100.4% | +103.7% |
| 3Y | +253.0% | +7.0% | +246.0% | +230.0% |
| 5Y | -32.5% | +10.2% | -42.7% | -38.4% |
| All | +307.6% | +157.1% | +150.6% | +198.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling