+119.7%
TWLO vs CRH
-14.7%
+134.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.3% |
| 7D | -2.0% | -1.7% | -0.3% | -1.9% |
| 30D | +20.6% | -5.4% | +25.9% | +21.0% |
| 3M | -1.5% | -11.2% | +9.6% | -1.2% |
| 6M | +89.4% | -15.8% | +105.3% | +89.5% |
| YTD | +63.8% | -23.6% | +87.4% | +69.0% |
| 1Y | +119.7% | -14.6% | +134.3% | +121.1% |
| All | +119.7% | -14.7% | +134.4% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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