+69.8%
TWLO vs CTVA
+208.7%
-138.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.4% | -4.5% | +2.1% | -1.0% |
| 30D | -7.8% | +11.3% | -19.1% | -11.0% |
| 3M | +10.0% | +12.3% | -2.3% | +4.9% |
| 6M | +79.5% | +7.2% | +72.3% | +73.2% |
| YTD | +59.8% | +26.0% | +33.8% | +45.5% |
| 1Y | +121.7% | +16.0% | +105.6% | +106.6% |
| 3Y | +240.8% | +73.9% | +166.9% | +169.6% |
| 5Y | -33.6% | +103.8% | -137.4% | -50.5% |
| All | +69.8% | +208.7% | -138.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling