-21.0%
CIFR vs TWLO
-30.7%
+9.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | +4.8% | +4.5% | +0.3% | +2.5% |
| 30D | -31.0% | -22.1% | -8.9% | -21.9% |
| 3M | -58.7% | -15.3% | -43.4% | -55.9% |
| 6M | -67.7% | +9.7% | -77.4% | -71.6% |
| YTD | -53.5% | +48.5% | -102.0% | -67.3% |
| 1Y | -54.1% | +70.3% | -124.4% | -70.4% |
| 3Y | +138.2% | +261.4% | -123.2% | -9.6% |
| All | -21.0% | -30.7% | +9.7% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling