+601.7%
TWLO vs CSGP
+44.4%
+557.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +3.3% |
| 7D | -1.5% | +1.3% | -2.7% | -2.5% |
| 30D | -26.0% | +10.7% | -36.7% | -33.3% |
| 3M | +4.6% | +3.3% | +1.3% | -2.9% |
| 6M | +5.5% | -10.3% | +15.9% | +5.5% |
| YTD | +42.0% | -54.6% | +96.6% | +119.3% |
| 1Y | +58.5% | -54.6% | +113.1% | +143.9% |
| 3Y | +279.7% | -60.3% | +340.0% | +499.4% |
| 5Y | -35.0% | -63.3% | +28.3% | +7.2% |
| 10Y | +539.9% | +66.5% | +473.4% | +206.5% |
| All | +601.7% | +44.4% | +557.3% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling