+662.3%
TWLO vs CP
+297.3%
+365.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.8% | -0.7% | +3.5% | +3.2% |
| 30D | -22.4% | +9.6% | -32.0% | -26.1% |
| 3M | -14.2% | +2.2% | -16.5% | -15.6% |
| 6M | +10.5% | +11.1% | -0.6% | +3.9% |
| YTD | +54.3% | +28.2% | +26.1% | +32.5% |
| 1Y | +68.0% | +32.2% | +35.8% | +41.8% |
| 3Y | +273.0% | +35.5% | +237.5% | +203.7% |
| 5Y | -26.3% | +26.8% | -53.1% | -39.1% |
| 10Y | +595.4% | +256.9% | +338.5% | +152.6% |
| All | +662.3% | +297.3% | +365.0% | +132.5% |
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 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