+689.7%
TWLO vs CNQ
+427.8%
+261.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -7.8% | +6.2% | -14.0% | -8.9% |
| 3M | +10.0% | +12.4% | -2.3% | +7.3% |
| 6M | +79.5% | +9.0% | +70.4% | +75.4% |
| YTD | +59.8% | +52.2% | +7.6% | +45.8% |
| 1Y | +121.7% | +65.0% | +56.6% | +98.8% |
| 3Y | +240.8% | +78.8% | +162.0% | +196.4% |
| 5Y | -33.6% | +286.0% | -319.6% | -50.5% |
| 10Y | +306.0% | +420.7% | -114.7% | +154.7% |
| All | +689.7% | +427.8% | +261.9% | +400.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling