+64.3%
TWLO vs CASY
+32.1%
+32.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | -15.9% | +0.8% | -16.7% | -15.9% |
| 30D | -29.0% | +9.4% | -38.5% | -29.1% |
| 3M | +10.0% | -20.6% | +30.6% | +11.0% |
| 6M | +12.6% | -20.7% | +33.3% | +15.3% |
| YTD | +50.1% | +22.5% | +27.6% | +61.7% |
| 1Y | +64.3% | +29.5% | +34.8% | +73.5% |
| All | +64.3% | +32.1% | +32.1% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling