-30.7%
CIFR vs TWLO
-35.2%
+4.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | +4.8% | +4.5% | +0.3% | +2.7% |
| 30D | -31.0% | -22.1% | -8.9% | -22.8% |
| 3M | -58.7% | -15.3% | -43.4% | -56.2% |
| 6M | -67.7% | +9.7% | -77.4% | -71.1% |
| YTD | -53.5% | +48.5% | -102.0% | -65.6% |
| 1Y | -54.1% | +70.3% | -124.4% | -68.5% |
| 3Y | +138.2% | +261.4% | -123.2% | +6.5% |
| 5Y | -18.5% | -30.6% | +12.0% | -42.1% |
| All | -30.7% | -35.2% | +4.5% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling