-35.6%
TWLO vs CNP
+70.6%
-106.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | -9.1% | -0.1% | -9.1% | -9.2% |
| 3M | +11.0% | -5.6% | +16.6% | +11.8% |
| 6M | +79.4% | -7.5% | +86.9% | +81.1% |
| YTD | +59.7% | +5.5% | +54.2% | +56.6% |
| 1Y | +112.3% | +8.3% | +104.0% | +106.3% |
| 3Y | +247.0% | +51.8% | +195.2% | +204.4% |
| 5Y | -35.6% | +69.9% | -105.5% | -43.7% |
| All | -35.6% | +70.6% | -106.2% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling