+64.3%
TWLO vs CNI
+37.5%
+26.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | +0.1% |
| 7D | -15.9% | +3.7% | -19.6% | -15.5% |
| 30D | -29.0% | +8.1% | -37.1% | -28.4% |
| 3M | +10.0% | +1.9% | +8.2% | +10.4% |
| 6M | +12.6% | +19.2% | -6.6% | +15.4% |
| YTD | +50.1% | +32.7% | +17.4% | +55.9% |
| 1Y | +64.3% | +37.0% | +27.3% | +69.2% |
| All | +64.3% | +37.5% | +26.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling