+64.3%
TWLO vs CTAS
+25.6%
+38.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +0.1% |
| 7D | -15.9% | +7.6% | -23.5% | -15.3% |
| 30D | -29.0% | +17.2% | -46.3% | -28.0% |
| 3M | +10.0% | +12.8% | -2.7% | +11.2% |
| 6M | +12.6% | +38.0% | -25.4% | +16.6% |
| YTD | +50.1% | +22.7% | +27.4% | +54.4% |
| 1Y | +64.3% | +25.6% | +38.6% | +67.0% |
| All | +64.3% | +25.6% | +38.6% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling