+119.7%
TWLO vs CRBG
+3.6%
+116.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -2.0% | +5.7% | -7.7% | -3.4% |
| 30D | +20.6% | +2.6% | +18.0% | +19.7% |
| 3M | -1.5% | +31.6% | -33.1% | -9.8% |
| 6M | +89.4% | +32.8% | +56.6% | +71.5% |
| YTD | +63.8% | +16.5% | +47.3% | +55.8% |
| 1Y | +119.7% | +6.1% | +113.6% | +118.2% |
| All | +119.7% | +3.6% | +116.2% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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