+212.3%
BMNR vs CBRE
+8.3%
+204.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.8% |
| 7D | -8.5% | -7.2% | -1.3% | -3.9% |
| 30D | +33.8% | -6.4% | +40.2% | +39.2% |
| 3M | +54.7% | +2.9% | +51.8% | +49.6% |
| 6M | +16.7% | +2.5% | +14.2% | +13.6% |
| YTD | -10.9% | -14.2% | +3.3% | -0.8% |
| 1Y | -46.9% | -15.1% | -31.8% | -40.0% |
| All | +212.3% | +8.3% | +204.0% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 all: compounded portfolio wealth divided by compounded CBRE 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…
all analysis · Full analysis span regression · 6 months rolling