+70.2%
CIFR vs TWLO
-30.3%
+100.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.4% |
| 7D | -5.0% | -2.4% | -2.6% | -4.2% |
| 30D | -5.7% | -7.8% | +2.1% | -2.9% |
| 3M | -25.5% | +10.0% | -35.6% | -31.6% |
| 6M | +19.4% | +79.5% | -60.0% | -17.5% |
| YTD | +14.2% | +59.8% | -45.7% | -17.7% |
| 1Y | +69.0% | +121.7% | -52.7% | +1.8% |
| 3Y | +503.9% | +240.8% | +263.1% | +180.2% |
| 5Y | +27.7% | -33.6% | +61.2% | -10.5% |
| All | +70.2% | -30.3% | +100.5% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling