+223.1%
BMNR vs CELH
-32.0%
+255.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.3% |
| 7D | +0.2% | -11.2% | +11.5% | +6.4% |
| 30D | +39.9% | -1.4% | +41.4% | +40.8% |
| 3M | +51.5% | -4.2% | +55.7% | +51.4% |
| 6M | +18.9% | -40.5% | +59.4% | +57.0% |
| YTD | -7.8% | -40.5% | +32.7% | +18.8% |
| 1Y | -47.6% | -53.0% | +5.4% | -18.4% |
| All | +223.1% | -32.0% | +255.1% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling