+121.7%
TWLO vs CRL
+80.5%
+41.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -2.2% |
| 7D | -2.4% | -3.5% | +1.1% | -1.4% |
| 30D | -7.8% | -2.1% | -5.7% | -7.4% |
| 3M | +10.0% | +48.0% | -37.9% | -2.7% |
| 6M | +79.5% | +64.7% | +14.7% | +52.6% |
| YTD | +59.8% | +39.5% | +20.3% | +44.5% |
| 1Y | +121.7% | +74.2% | +47.5% | +88.4% |
| All | +121.7% | +80.5% | +41.2% | +88.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling