+64.3%
TWLO vs COR
+5.5%
+58.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | 0.0% |
| 7D | -15.9% | +9.1% | -25.0% | -15.6% |
| 30D | -29.0% | +12.4% | -41.5% | -28.8% |
| 3M | +10.0% | +15.8% | -5.8% | +10.6% |
| 6M | +12.6% | +17.1% | -4.5% | +13.3% |
| YTD | +50.1% | +5.4% | +44.7% | +47.5% |
| 1Y | +64.3% | +3.5% | +60.7% | +61.2% |
| All | +64.3% | +5.5% | +58.8% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling