-35.6%
TWLO vs CPB
-38.1%
+2.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +0.2% | -8.0% | +8.2% | -0.4% |
| 30D | -9.1% | -2.4% | -6.7% | -9.3% |
| 3M | +11.0% | +0.5% | +10.5% | +11.0% |
| 6M | +79.4% | -10.5% | +89.8% | +77.2% |
| YTD | +59.7% | -17.5% | +77.2% | +56.6% |
| 1Y | +112.3% | -31.0% | +143.4% | +103.8% |
| 3Y | +247.0% | -40.6% | +287.6% | +227.5% |
| 5Y | -35.6% | -37.7% | +2.2% | -37.4% |
| All | -35.6% | -38.1% | +2.5% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling