+637.1%
TWLO vs CASY
+542.1%
+95.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | +5.6% | +2.5% | +3.1% | +5.0% |
| 30D | -24.6% | +10.2% | -34.9% | -26.5% |
| 3M | -14.0% | -15.7% | +1.7% | -10.9% |
| 6M | +10.1% | -18.4% | +28.5% | +14.1% |
| YTD | +49.2% | +28.3% | +20.9% | +36.3% |
| 1Y | +65.2% | +32.6% | +32.7% | +49.3% |
| 3Y | +260.7% | +159.5% | +101.1% | +163.0% |
| 5Y | -30.2% | +263.9% | -294.1% | -54.5% |
| 10Y | +572.4% | +548.5% | +23.9% | +243.4% |
| All | +637.1% | +542.1% | +95.0% | +232.4% |
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