+689.1%
TWLO vs CRS
+1,487.2%
-798.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -9.1% | -18.1% | +9.0% | -4.5% |
| 3M | +11.0% | -12.4% | +23.4% | +14.2% |
| 6M | +79.4% | +15.9% | +63.4% | +70.2% |
| YTD | +59.7% | +45.8% | +13.9% | +41.7% |
| 1Y | +112.3% | +87.8% | +24.6% | +73.9% |
| 3Y | +247.0% | +648.7% | -401.8% | +91.3% |
| 5Y | -35.6% | +1,416.6% | -1,452.2% | -71.4% |
| 10Y | +305.7% | +1,412.7% | -1,107.0% | +57.0% |
| All | +689.1% | +1,487.2% | -798.0% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling