-54.1%
BMNR vs CELH
-49.4%
-4.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -2.3% | -10.3% | -11.9% |
| 7D | -12.3% | +6.7% | -19.0% | -13.9% |
| 30D | -27.5% | +10.1% | -37.6% | -29.7% |
| 3M | +3.1% | +3.1% | 0.0% | +1.2% |
| 6M | -17.7% | -10.4% | -7.4% | -16.6% |
| YTD | -30.0% | -34.3% | +4.3% | -24.3% |
| 1Y | -54.1% | -49.9% | -4.2% | -48.0% |
| All | -54.1% | -49.4% | -4.7% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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