+121.7%
TWLO vs CNI
+33.8%
+87.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -7.8% | -2.7% | -5.1% | -7.7% |
| 3M | +10.0% | +3.9% | +6.1% | +9.8% |
| 6M | +79.5% | +16.4% | +63.1% | +76.9% |
| YTD | +59.8% | +25.8% | +34.0% | +55.0% |
| 1Y | +121.7% | +32.4% | +89.3% | +107.0% |
| All | +121.7% | +33.8% | +87.8% | +107.0% |
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