-32.3%
TWLO vs CTVA
+102.9%
-135.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -2.4% | -4.5% | +2.1% | -1.3% |
| 30D | -7.8% | +11.3% | -19.1% | -10.5% |
| 3M | +10.0% | +12.3% | -2.3% | +5.3% |
| 6M | +79.5% | +7.2% | +72.3% | +73.7% |
| YTD | +59.8% | +26.0% | +33.8% | +46.4% |
| 1Y | +121.7% | +16.0% | +105.6% | +107.8% |
| 3Y | +240.8% | +73.9% | +166.9% | +172.2% |
| All | -32.3% | +102.9% | -135.3% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling