+212.3%
BMNR vs CART
+2.5%
+209.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.9% |
| 7D | -8.5% | -8.7% | +0.2% | -2.9% |
| 30D | +33.8% | -4.4% | +38.1% | +37.7% |
| 3M | +54.7% | +14.6% | +40.1% | +37.6% |
| 6M | +16.7% | +24.4% | -7.6% | -6.3% |
| YTD | -10.9% | +5.0% | -15.9% | -13.8% |
| 1Y | -46.9% | +0.5% | -47.4% | -41.8% |
| All | +212.3% | +2.5% | +209.9% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling