-40.8%
BMNR vs CASY
+51.2%
-92.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +35.5% | -11.3% | +46.8% | +35.6% |
| 3M | +39.6% | -0.6% | +40.2% | +38.2% |
| 6M | +18.2% | +10.7% | +7.5% | +15.0% |
| YTD | -8.0% | +37.1% | -45.2% | -8.9% |
| 1Y | -40.8% | +52.3% | -93.1% | -45.6% |
| All | -40.8% | +51.2% | -92.0% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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