+119.7%
TWLO vs COR
+12.8%
+106.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.3% | -3.3% |
| 7D | -2.0% | +2.8% | -4.8% | -1.8% |
| 30D | +20.6% | +4.5% | +16.0% | +21.2% |
| 3M | -1.5% | +22.7% | -24.2% | +0.3% |
| 6M | +89.4% | -9.7% | +99.2% | +84.7% |
| YTD | +63.8% | -1.4% | +65.2% | +62.6% |
| 1Y | +119.7% | +13.9% | +105.8% | +125.8% |
| All | +119.7% | +12.8% | +106.9% | +125.8% |
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