-15.6%
CIFR vs USFD
+213.0%
-228.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.1% | +9.0% | +9.0% |
| 7D | +9.4% | -0.2% | +9.5% | +9.9% |
| 30D | -45.3% | +12.3% | -57.6% | -51.6% |
| 3M | -58.7% | -0.7% | -58.0% | -59.5% |
| 6M | -64.9% | +31.3% | -96.2% | -74.4% |
| YTD | -51.8% | +45.7% | -97.5% | -68.5% |
| 1Y | -61.9% | +52.1% | -114.1% | -75.9% |
| 3Y | +138.6% | +158.2% | -19.6% | +0.5% |
| All | -15.6% | +213.0% | -228.6% | -72.7% |
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