+561.9%
TWLO vs CVE
+136.1%
+425.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.5% | -16.1% | +14.7% | +1.0% |
| 30D | -26.0% | -10.4% | -15.6% | -25.0% |
| 3M | +4.6% | -2.4% | +6.9% | +4.6% |
| 6M | +5.5% | -4.4% | +10.0% | +5.7% |
| YTD | +42.0% | +64.9% | -22.9% | +30.4% |
| 1Y | +58.5% | +66.0% | -7.6% | +45.2% |
| 3Y | +279.7% | +57.7% | +222.0% | +244.5% |
| 5Y | -35.0% | +144.7% | -179.7% | -45.4% |
| All | +561.9% | +136.1% | +425.8% | +390.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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