+709.2%
TWLO vs CP
+287.3%
+422.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | -2.0% | -2.7% | +0.7% | -0.6% |
| 30D | +20.6% | +0.2% | +20.4% | +20.6% |
| 3M | -1.5% | +2.6% | -4.1% | -2.9% |
| 6M | +89.4% | +6.0% | +83.5% | +82.0% |
| YTD | +63.8% | +24.9% | +38.9% | +43.1% |
| 1Y | +119.7% | +20.1% | +99.6% | +95.5% |
| 3Y | +256.1% | +16.4% | +239.7% | +216.1% |
| 5Y | -36.6% | +31.7% | -68.3% | -48.8% |
| 10Y | +304.3% | +223.9% | +80.5% | +62.1% |
| All | +709.2% | +287.3% | +422.0% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling