-35.6%
TWLO vs CRL
-37.6%
+2.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.9% |
| 7D | +0.2% | -4.6% | +4.8% | +2.2% |
| 30D | -9.1% | +0.5% | -9.6% | -9.5% |
| 3M | +11.0% | +46.6% | -35.6% | -6.5% |
| 6M | +79.4% | +57.3% | +22.1% | +44.5% |
| YTD | +59.7% | +39.5% | +20.2% | +35.1% |
| 1Y | +112.3% | +76.9% | +35.5% | +60.3% |
| 3Y | +247.0% | +39.4% | +207.6% | +165.6% |
| 5Y | -35.6% | -37.2% | +1.6% | -36.2% |
| All | -35.6% | -37.6% | +2.1% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling