+709.2%
TWLO vs CASY
+586.3%
+122.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +20.6% | -11.3% | +31.9% | +24.0% |
| 3M | -1.5% | -0.6% | -0.9% | -2.4% |
| 6M | +89.4% | +10.7% | +78.7% | +82.1% |
| YTD | +63.8% | +37.1% | +26.7% | +48.1% |
| 1Y | +119.7% | +52.3% | +67.4% | +91.6% |
| 3Y | +256.1% | +215.2% | +40.9% | +146.6% |
| 5Y | -36.6% | +276.5% | -313.0% | -58.7% |
| 10Y | +304.3% | +508.4% | -204.0% | +124.7% |
| All | +709.2% | +586.3% | +122.9% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling