-40.8%
BMNR vs CFG
+40.4%
-81.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | +4.9% | +1.5% | +3.4% | +3.6% |
| 30D | +35.5% | -3.8% | +39.3% | +39.8% |
| 3M | +39.6% | +11.5% | +28.1% | +20.0% |
| 6M | +18.2% | +19.2% | -1.0% | -7.5% |
| YTD | -8.0% | +23.7% | -31.7% | -32.8% |
| 1Y | -40.8% | +38.8% | -79.6% | -61.9% |
| All | -40.8% | +40.4% | -81.2% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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