+709.2%
TWLO vs CPB
-51.3%
+760.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -3.1% |
| 7D | -2.0% | -8.6% | +6.6% | -2.0% |
| 30D | +20.6% | -7.2% | +27.8% | +20.5% |
| 3M | -1.5% | +0.9% | -2.4% | -1.6% |
| 6M | +89.4% | -11.8% | +101.2% | +89.1% |
| YTD | +63.8% | -19.4% | +83.2% | +63.4% |
| 1Y | +119.7% | -30.4% | +150.1% | +118.9% |
| 3Y | +256.1% | -40.2% | +296.3% | +253.4% |
| 5Y | -36.6% | -39.5% | +2.9% | -37.5% |
| 10Y | +304.3% | -47.4% | +351.7% | +300.3% |
| All | +709.2% | -51.3% | +760.6% | +689.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling