+505.7%
CIFR vs TWLO
+246.1%
+259.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -8.9% |
| 7D | +11.3% | +0.2% | +11.1% | +11.3% |
| 30D | +3.5% | -9.1% | +12.6% | +6.5% |
| 3M | -26.6% | +11.0% | -37.6% | -31.4% |
| 6M | +18.1% | +79.4% | -61.3% | -15.7% |
| YTD | +14.5% | +59.7% | -45.2% | -14.6% |
| 1Y | +83.3% | +112.3% | -29.0% | +14.9% |
| All | +505.7% | +246.1% | +259.7% | +180.5% |
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