+709.2%
TWLO vs CNP
+134.5%
+574.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | +20.6% | -1.8% | +22.4% | +21.1% |
| 3M | -1.5% | -4.6% | +3.1% | -0.4% |
| 6M | +89.4% | -8.8% | +98.3% | +93.6% |
| YTD | +63.8% | +5.2% | +58.6% | +59.7% |
| 1Y | +119.7% | +8.3% | +111.4% | +111.7% |
| 3Y | +256.1% | +54.9% | +201.2% | +200.7% |
| 5Y | -36.6% | +73.5% | -110.1% | -49.0% |
| 10Y | +304.3% | +139.1% | +165.2% | +153.3% |
| All | +709.2% | +134.5% | +574.7% | +418.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling