-30.2%
TWLO vs CVE
+156.5%
-186.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.6% |
| 7D | +5.6% | +4.6% | +1.0% | +4.8% |
| 30D | -24.6% | -12.0% | -12.6% | -23.1% |
| 3M | -14.0% | -3.8% | -10.2% | -13.8% |
| 6M | +10.1% | -2.7% | +12.8% | +9.8% |
| YTD | +49.2% | +73.6% | -24.4% | +32.9% |
| 1Y | +65.2% | +62.0% | +3.2% | +49.0% |
| 3Y | +260.7% | +72.7% | +187.9% | +210.8% |
| 5Y | -30.2% | +153.9% | -184.2% | -42.2% |
| All | -30.2% | +156.5% | -186.8% | -42.2% |
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