+258.8%
TWLO vs CNQ
+74.3%
+184.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -2.7% | +5.8% | -8.5% | -3.4% |
| 3M | +13.6% | +13.3% | +0.3% | +11.6% |
| 6M | +86.2% | +6.9% | +79.4% | +84.0% |
| YTD | +63.0% | +53.0% | +10.0% | +51.0% |
| 1Y | +126.6% | +66.0% | +60.6% | +105.7% |
| 3Y | +258.8% | +74.3% | +184.6% | +217.5% |
| All | +258.8% | +74.3% | +184.6% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 3y: compounded portfolio wealth divided by compounded CNQ 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…
3y analysis · Full analysis span regression · 6 months rolling