+307.6%
TWLO vs CNP
+137.1%
+170.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.2% |
| 7D | -3.9% | -2.2% | -1.7% | -3.3% |
| 30D | -9.7% | -2.1% | -7.6% | -9.2% |
| 3M | +11.6% | -7.9% | +19.5% | +14.0% |
| 6M | +84.7% | -8.3% | +93.0% | +88.2% |
| YTD | +62.5% | +3.8% | +58.7% | +59.1% |
| 1Y | +121.7% | +5.9% | +115.8% | +115.2% |
| 3Y | +253.0% | +49.3% | +203.7% | +202.7% |
| 5Y | -32.5% | +69.3% | -101.8% | -45.1% |
| All | +307.6% | +137.1% | +170.6% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling