+240.8%
TWLO vs CRBG
+122.1%
+118.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -2.2% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -7.8% | +2.6% | -10.4% | -8.6% |
| 3M | +10.0% | +24.0% | -14.0% | +0.9% |
| 6M | +79.5% | +50.5% | +29.0% | +51.4% |
| YTD | +59.8% | +17.1% | +42.7% | +48.4% |
| 1Y | +121.7% | +5.9% | +115.8% | +114.0% |
| 3Y | +240.8% | +122.7% | +118.1% | +161.7% |
| All | +240.8% | +122.1% | +118.7% | +161.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling