-32.3%
TWLO vs CRS
+1,363.4%
-1,395.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -2.4% | -6.8% | +4.3% | -0.5% |
| 30D | -7.8% | -16.1% | +8.3% | -3.3% |
| 3M | +10.0% | -21.2% | +31.2% | +16.8% |
| 6M | +79.5% | +8.7% | +70.8% | +72.4% |
| YTD | +59.8% | +41.0% | +18.9% | +41.1% |
| 1Y | +121.7% | +82.7% | +39.0% | +77.8% |
| 3Y | +240.8% | +604.8% | -364.0% | +71.2% |
| All | -32.3% | +1,363.4% | -1,395.7% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling