+79.2%
CIFR vs USFD
+312.2%
-233.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +16.9% | -3.0% | +20.0% | +18.7% |
| 30D | -5.2% | +3.5% | -8.7% | -7.4% |
| 3M | -30.6% | +26.6% | -57.1% | -41.6% |
| 6M | +10.6% | +11.7% | -1.1% | +1.1% |
| YTD | +20.2% | +38.1% | -17.9% | -3.9% |
| 1Y | +139.7% | +33.4% | +106.3% | +97.0% |
| 3Y | +489.4% | +155.8% | +333.6% | +263.5% |
| 5Y | +54.4% | +214.0% | -159.6% | -13.1% |
| All | +79.2% | +312.2% | -233.0% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling