-71.1%
CIFR vs TWLO
+60.3%
-131.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.1% | -19.8% | -19.9% |
| 7D | -26.7% | -15.9% | -10.9% | -25.6% |
| 30D | -58.0% | -29.0% | -29.0% | -57.2% |
| 3M | -68.1% | +10.0% | -78.1% | -67.6% |
| 6M | -63.7% | +12.6% | -76.2% | -63.4% |
| YTD | -56.0% | +50.1% | -106.1% | -60.0% |
| 1Y | -71.1% | +64.3% | -135.4% | -75.8% |
| All | -71.1% | +60.3% | -131.4% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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