-30.6%
TWLO vs CSGP
-62.5%
+31.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -1.9% |
| 7D | +4.5% | +1.3% | +3.2% | +3.7% |
| 30D | -22.1% | +2.8% | -24.9% | -25.6% |
| 3M | -15.3% | -6.3% | -9.0% | -15.7% |
| 6M | +9.7% | -3.2% | +12.8% | +5.6% |
| YTD | +48.5% | -54.0% | +102.4% | +122.5% |
| 1Y | +70.3% | -54.8% | +125.2% | +157.5% |
| 3Y | +261.4% | -60.6% | +322.0% | +454.4% |
| All | -30.6% | -62.5% | +31.8% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling