+138.2%
CIFR vs TWLO
+261.1%
-122.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | +4.8% | +4.5% | +0.3% | +3.1% |
| 30D | -31.0% | -22.1% | -8.9% | -24.6% |
| 3M | -58.7% | -15.3% | -43.4% | -56.6% |
| 6M | -67.7% | +9.7% | -77.4% | -70.4% |
| YTD | -53.5% | +48.5% | -102.0% | -64.5% |
| 1Y | -54.1% | +70.3% | -124.4% | -67.6% |
| 3Y | +138.2% | +261.4% | -123.2% | -9.3% |
| All | +138.2% | +261.1% | -122.9% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling