+254.7%
TWLO vs CSGP
-61.9%
+316.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.2% |
| 7D | -2.0% | -4.1% | +2.0% | -0.4% |
| 30D | +20.6% | +2.3% | +18.3% | +19.0% |
| 3M | -1.5% | -8.2% | +6.6% | +0.8% |
| 6M | +89.4% | -35.1% | +124.5% | +121.8% |
| YTD | +63.8% | -54.0% | +117.8% | +118.5% |
| 1Y | +119.7% | -65.3% | +185.0% | +228.3% |
| All | +254.7% | -61.9% | +316.6% | +389.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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