+637.1%
TWLO vs CNH
+109.4%
+527.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -2.2% |
| 7D | +5.6% | +6.4% | -0.8% | +3.7% |
| 30D | -24.6% | -1.6% | -23.0% | -24.6% |
| 3M | -14.0% | +11.6% | -25.5% | -17.6% |
| 6M | +10.1% | +12.5% | -2.4% | +4.1% |
| YTD | +49.2% | +31.1% | +18.1% | +32.1% |
| 1Y | +65.2% | +17.0% | +48.2% | +51.5% |
| 3Y | +260.7% | +28.7% | +231.9% | +216.0% |
| 5Y | -30.2% | -17.4% | -12.8% | -31.9% |
| 10Y | +572.4% | +105.0% | +467.4% | +385.7% |
| All | +637.1% | +109.4% | +527.7% | +446.6% |
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