+245.0%
TWLO vs CNH
+7.5%
+237.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.5% | -2.0% |
| 7D | -1.2% | +8.8% | -10.0% | -2.8% |
| 30D | -6.4% | +24.7% | -31.0% | -10.5% |
| 3M | +6.3% | +27.3% | -21.1% | +0.8% |
| 6M | +76.4% | +23.2% | +53.3% | +67.1% |
| YTD | +58.8% | +48.9% | +9.9% | +38.8% |
| 1Y | +107.1% | +19.4% | +87.7% | +96.4% |
| 3Y | +245.0% | +7.8% | +237.2% | +225.5% |
| All | +245.0% | +7.5% | +237.5% | +225.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling