+223.1%
BMNR vs CF
+48.4%
+174.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.7% |
| 7D | +0.2% | -0.2% | +0.5% | +0.2% |
| 30D | +39.9% | +11.5% | +28.5% | +37.2% |
| 3M | +51.5% | +25.5% | +26.0% | +43.4% |
| 6M | +18.9% | +11.8% | +7.1% | +9.1% |
| YTD | -7.8% | +74.6% | -82.4% | -55.0% |
| 1Y | -47.6% | +57.7% | -105.3% | -69.3% |
| All | +223.1% | +48.4% | +174.7% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling