+223.1%
BMNR vs CDE
+117.8%
+105.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +2.7% |
| 7D | +0.2% | -3.1% | +3.3% | +2.2% |
| 30D | +39.9% | +9.5% | +30.4% | +32.1% |
| 3M | +51.5% | +25.5% | +26.0% | +28.5% |
| 6M | +18.9% | -7.9% | +26.8% | +21.6% |
| YTD | -7.8% | +15.6% | -23.4% | -24.8% |
| 1Y | -47.6% | +34.0% | -81.7% | -66.2% |
| All | +223.1% | +117.8% | +105.3% | -107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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