+223.1%
BMNR vs CB
+16.7%
+206.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.6% | +3.7% |
| 7D | +0.2% | -1.0% | +1.2% | +2.2% |
| 30D | +39.9% | -1.5% | +41.4% | +43.9% |
| 3M | +51.5% | +3.5% | +48.0% | +23.7% |
| 6M | +18.9% | +5.4% | +13.5% | -17.4% |
| YTD | -7.8% | +9.0% | -16.8% | -57.4% |
| 1Y | -47.6% | +20.3% | -67.9% | -94.5% |
| All | +223.1% | +16.7% | +206.4% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 3y: compounded portfolio wealth divided by compounded CB 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…
3y analysis · Full analysis span regression · 6 months rolling