+572.9%
TWLO vs CRL
+350.3%
+222.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | 0.0% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -22.1% | +11.9% | -34.0% | -27.2% |
| 3M | -15.3% | +20.2% | -35.5% | -24.3% |
| 6M | +9.7% | +107.5% | -97.9% | -29.3% |
| YTD | +48.5% | +69.4% | -20.9% | +5.5% |
| 1Y | +70.3% | +99.7% | -29.4% | +9.7% |
| 3Y | +261.4% | +98.8% | +162.6% | +98.9% |
| 5Y | -30.6% | -12.4% | -18.1% | -31.9% |
| All | +572.9% | +350.3% | +222.6% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling