+87.0%
CIFR vs TWLO
-30.7%
+117.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.4% | +5.7% |
| 7D | +26.7% | -1.2% | +27.9% | +27.4% |
| 30D | +7.7% | -6.4% | +14.1% | +10.1% |
| 3M | -23.8% | +6.3% | -30.1% | -28.8% |
| 6M | +35.9% | +76.4% | -40.5% | -5.2% |
| YTD | +25.4% | +58.8% | -33.4% | -9.2% |
| 1Y | +139.8% | +107.1% | +32.7% | +49.2% |
| 3Y | +515.0% | +245.0% | +270.0% | +183.6% |
| 5Y | +52.1% | -36.0% | +88.1% | +7.3% |
| All | +87.0% | -30.7% | +117.7% | +30.5% |
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 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