+121.7%
TWLO vs CTVA
+18.2%
+103.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.8% |
| 7D | -2.4% | -4.5% | +2.1% | -3.2% |
| 30D | -7.8% | +11.3% | -19.1% | -6.2% |
| 3M | +10.0% | +12.3% | -2.3% | +11.2% |
| 6M | +79.5% | +7.2% | +72.3% | +80.9% |
| YTD | +59.8% | +26.0% | +33.8% | +63.8% |
| 1Y | +121.7% | +16.0% | +105.6% | +123.2% |
| All | +121.7% | +18.2% | +103.5% | +123.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling