+662.3%
TWLO vs CNH
+118.5%
+543.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.0% |
| 7D | +2.8% | +6.7% | -3.9% | +0.9% |
| 30D | -22.4% | +7.2% | -29.6% | -24.1% |
| 3M | -14.2% | +17.5% | -31.7% | -19.0% |
| 6M | +10.5% | +15.0% | -4.4% | +4.0% |
| YTD | +54.3% | +36.8% | +17.5% | +35.1% |
| 1Y | +68.0% | +27.6% | +40.4% | +50.1% |
| 3Y | +273.0% | +34.3% | +238.7% | +223.2% |
| 5Y | -26.3% | -12.2% | -14.1% | -29.3% |
| 10Y | +595.4% | +113.9% | +481.6% | +396.9% |
| All | +662.3% | +118.5% | +543.8% | +459.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling