+305.5%
TWLO vs CVE
+163.3%
+142.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.9% |
| 7D | -2.0% | +2.5% | -4.5% | -2.4% |
| 30D | +20.6% | +16.7% | +3.8% | +17.8% |
| 3M | -1.5% | +9.3% | -10.8% | -3.1% |
| 6M | +89.4% | +43.6% | +45.8% | +78.7% |
| YTD | +63.8% | +93.6% | -29.8% | +47.2% |
| 1Y | +119.7% | +98.8% | +21.0% | +96.4% |
| 3Y | +256.1% | +73.6% | +182.5% | +219.0% |
| 5Y | -36.6% | +312.5% | -349.0% | -50.5% |
| All | +305.5% | +163.3% | +142.2% | +201.5% |
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