+261.4%
TWLO vs CRL
+97.9%
+163.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | -22.1% | +11.9% | -34.0% | -24.6% |
| 3M | -15.3% | +20.2% | -35.5% | -19.8% |
| 6M | +9.7% | +107.5% | -97.9% | -11.9% |
| YTD | +48.5% | +69.4% | -20.9% | +25.9% |
| 1Y | +70.3% | +99.7% | -29.4% | +37.8% |
| 3Y | +261.4% | +98.8% | +162.6% | +165.9% |
| All | +261.4% | +97.9% | +163.5% | +165.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling