-35.5%
TWLO vs CVE
+142.8%
-178.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.5% | -16.1% | +14.7% | +1.4% |
| 30D | -26.0% | -10.4% | -15.6% | -24.8% |
| 3M | +4.6% | -2.4% | +6.9% | +4.5% |
| 6M | +5.5% | -4.4% | +10.0% | +5.6% |
| YTD | +42.0% | +64.9% | -22.9% | +27.5% |
| 1Y | +58.5% | +66.0% | -7.6% | +41.8% |
| 3Y | +279.7% | +57.7% | +222.0% | +232.2% |
| All | -35.5% | +142.8% | -178.3% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling