Here's a small example of how this report works.
Let us assume a sprint started with 5 items in the initial status "To do" on Jan 1st. The CFD report will show 5 work items in To Do, 0 work items in In Progress, and 0 work items in Done.
The behavior of the cumulative chart is such that the graph plotted on a particular day will reflect the values of the previous day. So, the initial values on Jan 2nd will be 5 items in To do, 0 items in In progress and 0 items in Done. If 2 work items are moved to In Progress on Jan 2nd, the CFD graph for Jan 2 will display 5 work items in To Do (because, cumulatively, 5 items have been through the To do status), 2 work items in In Progress (because 2 items have been moved to In progress on that day), and 0 work items in Done (because as of 2nd no work items have been moved to Done).
On Jan 3rd, if 1 work item is moved from In Progress to Done status, the CFD will show 5 items in To Do (cumulative value for To Do status), 2 items in In Progress status (cumulative value for In Progress), and 1 item in Done (because 1 item has been moved to Done status as on that day).
On Jan 4, if the 1 work item in Done status is moved back to To Do status, the CFD will remove that one item from Done and In Progress statuses, resetting its course back to the initial status. The number of items in To Do will remain the same because no new work items have been added. Therefore, the CFD will show To Do = 5, In Progress = 1, Done = 0.