+61.0%
CIFR vs AEHR
+6,697.8%
-6,636.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.8% | -3.8% | -5.2% |
| 7D | -8.2% | +23.0% | -31.2% | -13.6% |
| 30D | -7.4% | -19.9% | +12.6% | -2.1% |
| 3M | -24.2% | +0.5% | -24.7% | -26.9% |
| 6M | +14.2% | +123.6% | -109.4% | -12.4% |
| YTD | +8.0% | +364.6% | -356.6% | -32.5% |
| 1Y | +55.5% | +255.3% | -199.8% | +3.5% |
| 3Y | +429.6% | +89.7% | +339.9% | +247.0% |
| 5Y | +20.8% | +827.9% | -807.1% | -41.2% |
| All | +61.0% | +6,697.8% | -6,636.8% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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