+87.0%
CIFR vs USFD
+308.4%
-221.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.8% |
| 7D | +26.7% | -3.3% | +30.0% | +29.0% |
| 30D | +7.7% | -5.3% | +13.1% | +10.9% |
| 3M | -23.8% | +18.8% | -42.6% | -33.2% |
| 6M | +35.9% | +14.3% | +21.6% | +22.3% |
| YTD | +25.4% | +36.9% | -11.5% | +0.8% |
| 1Y | +139.8% | +31.7% | +108.1% | +98.3% |
| 3Y | +515.0% | +164.5% | +350.5% | +274.6% |
| 5Y | +52.1% | +212.6% | -160.5% | -14.0% |
| All | +87.0% | +308.4% | -221.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling