-35.6%
TWLO vs CASY
+234.8%
-270.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.2% | +14.8% | +4.3% |
| 7D | +0.2% | -16.5% | +16.7% | +4.7% |
| 30D | -9.1% | -26.4% | +17.2% | -1.9% |
| 3M | +11.0% | -17.3% | +28.3% | +14.8% |
| 6M | +79.4% | -5.2% | +84.6% | +77.2% |
| YTD | +59.7% | +14.1% | +45.6% | +47.7% |
| 1Y | +112.3% | +16.6% | +95.7% | +93.4% |
| 3Y | +247.0% | +163.7% | +83.3% | +114.2% |
| 5Y | -35.6% | +231.3% | -266.9% | -68.0% |
| All | -35.6% | +234.8% | -270.4% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling