-21.0%
CIFR vs AEHR
+126.8%
-147.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.6% | -1.4% |
| 7D | +4.8% | +6.4% | -1.6% | +2.0% |
| 30D | -31.0% | -20.3% | -10.7% | -24.1% |
| 3M | -58.7% | -53.8% | -4.9% | -44.9% |
| 6M | -67.7% | -44.8% | -22.9% | -62.0% |
| YTD | -53.5% | +182.2% | -235.7% | -72.1% |
| 1Y | -54.1% | +174.7% | -228.8% | -72.1% |
| 3Y | +138.2% | +143.5% | -5.3% | +25.9% |
| All | -21.0% | +126.8% | -147.8% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling