-30.7%
CIFR vs USFD
+329.7%
-360.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.2% |
| 7D | +4.8% | +1.7% | +3.1% | +3.9% |
| 30D | -31.0% | +10.2% | -41.1% | -35.7% |
| 3M | -58.7% | -1.5% | -57.2% | -59.1% |
| 6M | -67.7% | +27.3% | -95.1% | -73.3% |
| YTD | -53.5% | +44.0% | -97.5% | -64.2% |
| 1Y | -54.1% | +50.4% | -104.4% | -65.4% |
| 3Y | +138.2% | +153.6% | -15.4% | +44.4% |
| 5Y | -18.5% | +219.0% | -237.5% | -55.8% |
| All | -30.7% | +329.7% | -360.4% | -62.3% |
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