+595.4%
TWLO vs CASY
+565.2%
+30.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +2.0% |
| 7D | +2.8% | +5.8% | -3.0% | +1.5% |
| 30D | -22.4% | +10.7% | -33.0% | -24.3% |
| 3M | -14.2% | -13.9% | -0.4% | -11.8% |
| 6M | +10.5% | -18.4% | +29.0% | +14.5% |
| YTD | +54.3% | +29.6% | +24.7% | +41.0% |
| 1Y | +68.0% | +32.8% | +35.2% | +52.1% |
| 3Y | +273.0% | +162.3% | +110.8% | +173.4% |
| 5Y | -26.3% | +265.0% | -291.4% | -51.5% |
| 10Y | +595.4% | +555.4% | +40.1% | +274.0% |
| All | +595.4% | +565.2% | +30.3% | +274.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling