+51.0%
CIFR vs USFD
+215.8%
-164.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +16.9% | -3.0% | +20.0% | +19.5% |
| 30D | -5.2% | +3.5% | -8.7% | -8.4% |
| 3M | -30.6% | +26.6% | -57.1% | -46.1% |
| 6M | +10.6% | +11.7% | -1.1% | -3.3% |
| YTD | +20.2% | +38.1% | -17.9% | -14.4% |
| 1Y | +139.7% | +33.4% | +106.3% | +77.6% |
| 3Y | +489.4% | +155.8% | +333.6% | +169.7% |
| All | +51.0% | +215.8% | -164.9% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling