+709.2%
TWLO vs CNH
+152.0%
+557.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.0% | -7.2% | -4.2% |
| 7D | -2.0% | +23.3% | -25.3% | -7.7% |
| 30D | +20.6% | +33.5% | -12.9% | +10.9% |
| 3M | -1.5% | +32.7% | -34.3% | -9.8% |
| 6M | +89.4% | +22.2% | +67.3% | +75.4% |
| YTD | +63.8% | +57.7% | +6.1% | +39.0% |
| 1Y | +119.7% | +28.0% | +91.7% | +98.8% |
| 3Y | +256.1% | +11.5% | +244.6% | +229.2% |
| 5Y | -36.6% | +11.9% | -48.4% | -42.5% |
| 10Y | +304.3% | +162.8% | +141.6% | +172.7% |
| All | +709.2% | +152.0% | +557.3% | +475.3% |
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 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