+301.0%
TWLO vs CRS
+1,392.1%
-1,091.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -2.4% | -6.8% | +4.3% | -0.7% |
| 30D | -7.8% | -16.1% | +8.3% | -3.7% |
| 3M | +10.0% | -21.2% | +31.2% | +16.3% |
| 6M | +79.5% | +8.7% | +70.8% | +73.2% |
| YTD | +59.8% | +41.0% | +18.9% | +43.1% |
| 1Y | +121.7% | +82.7% | +39.0% | +83.2% |
| 3Y | +240.8% | +604.8% | -364.0% | +92.2% |
| 5Y | -33.6% | +1,384.7% | -1,418.3% | -70.0% |
| All | +301.0% | +1,392.1% | -1,091.1% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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