-34.0%
CIFR vs USFD
+335.2%
-369.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -19.6% | +8.4% | -28.0% | -23.7% |
| 30D | -51.7% | +12.7% | -64.4% | -55.6% |
| 3M | -60.0% | +1.1% | -61.1% | -60.9% |
| 6M | -68.2% | +30.2% | -98.4% | -74.0% |
| YTD | -55.8% | +45.8% | -101.6% | -66.2% |
| 1Y | -66.8% | +51.9% | -118.7% | -75.1% |
| 3Y | +119.1% | +158.5% | -39.3% | +31.6% |
| 5Y | -25.3% | +208.0% | -233.3% | -59.6% |
| All | -34.0% | +335.2% | -369.3% | -64.3% |
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