+119.7%
TWLO vs CP
+19.9%
+99.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -2.0% | -2.7% | +0.7% | -2.5% |
| 30D | +20.6% | +0.2% | +20.4% | +20.5% |
| 3M | -1.5% | +2.6% | -4.1% | -1.0% |
| 6M | +89.4% | +6.0% | +83.5% | +92.0% |
| YTD | +63.8% | +24.9% | +38.9% | +77.0% |
| 1Y | +119.7% | +20.1% | +99.6% | +135.5% |
| All | +119.7% | +19.9% | +99.8% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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