+264.1%
TWLO vs CNH
+31.3%
+232.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.4% | +8.0% | +4.3% |
| 7D | +0.2% | +4.5% | -4.3% | -0.6% |
| 30D | -26.0% | +7.6% | -33.6% | -27.0% |
| 3M | -14.3% | +17.0% | -31.3% | -17.4% |
| 6M | +6.2% | +12.9% | -6.7% | +2.6% |
| YTD | +50.6% | +34.3% | +16.3% | +33.2% |
| 1Y | +64.0% | +28.5% | +35.5% | +47.2% |
| 3Y | +264.1% | +31.9% | +232.2% | +204.3% |
| All | +264.1% | +31.3% | +232.7% | +204.3% |
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