+212.5%
BMNR vs CF
+54.0%
+158.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.7% |
| 7D | +5.0% | -0.8% | +5.8% | +5.1% |
| 30D | +33.8% | +14.3% | +19.5% | +30.7% |
| 3M | +49.4% | +27.9% | +21.6% | +41.3% |
| 6M | +17.0% | +25.5% | -8.6% | -1.0% |
| YTD | -10.8% | +81.2% | -92.0% | -56.7% |
| 1Y | -45.7% | +66.5% | -112.2% | -69.8% |
| All | +212.5% | +54.0% | +158.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling