-40.8%
BMNR vs CART
+14.4%
-55.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.3% |
| 7D | +4.9% | +1.0% | +3.9% | +4.7% |
| 30D | +35.5% | +12.6% | +22.9% | +31.9% |
| 3M | +39.6% | +23.1% | +16.5% | +32.5% |
| 6M | +18.2% | +39.5% | -21.3% | +9.2% |
| YTD | -8.0% | +13.5% | -21.6% | -16.1% |
| 1Y | -40.8% | +14.9% | -55.7% | -48.0% |
| All | -40.8% | +14.4% | -55.2% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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