+112.3%
TWLO vs CASY
+22.7%
+89.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.2% | +14.8% | +0.3% |
| 7D | +0.2% | -16.5% | +16.7% | -0.1% |
| 30D | -9.1% | -26.4% | +17.2% | -9.6% |
| 3M | +11.0% | -17.3% | +28.3% | +11.2% |
| 6M | +79.4% | -5.2% | +84.6% | +90.7% |
| YTD | +59.7% | +14.1% | +45.6% | +85.4% |
| 1Y | +112.3% | +16.6% | +95.7% | +156.8% |
| All | +112.3% | +22.7% | +89.6% | +156.8% |
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