-54.1%
BMNR vs CARR
-5.4%
-48.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.4% | -8.2% | -10.8% |
| 7D | -12.3% | -4.2% | -8.1% | -10.5% |
| 30D | -27.5% | -4.7% | -22.7% | -25.8% |
| 3M | +3.1% | -18.3% | +21.4% | +10.4% |
| 6M | -17.7% | -16.4% | -1.3% | -13.4% |
| YTD | -30.0% | +2.3% | -32.3% | -39.3% |
| 1Y | -54.1% | -4.9% | -49.2% | -57.8% |
| All | -54.1% | -5.4% | -48.7% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling