+223.1%
BMNR vs CDW
-10.8%
+233.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.8% | -4.4% | -0.3% |
| 7D | +0.2% | +0.9% | -0.7% | -0.3% |
| 30D | +39.9% | +13.1% | +26.8% | +32.1% |
| 3M | +51.5% | +19.7% | +31.8% | +34.8% |
| 6M | +18.9% | +30.7% | -11.8% | -10.0% |
| YTD | -7.8% | +14.7% | -22.5% | -17.7% |
| 1Y | -47.6% | -5.3% | -42.3% | -20.9% |
| All | +223.1% | -10.8% | +233.9% | +393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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