+245.0%
TWLO vs CASY
+209.8%
+35.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | -0.1% | -2.6% |
| 7D | -1.2% | -4.4% | +3.2% | -0.6% |
| 30D | -6.4% | -12.0% | +5.7% | -4.8% |
| 3M | +6.3% | -2.3% | +8.6% | +6.0% |
| 6M | +76.4% | +10.5% | +65.9% | +72.6% |
| YTD | +58.8% | +33.0% | +25.8% | +50.1% |
| 1Y | +107.1% | +41.1% | +65.9% | +92.2% |
| 3Y | +245.0% | +207.5% | +37.5% | +190.7% |
| All | +245.0% | +209.8% | +35.2% | +190.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling