-44.9%
BMNR vs CFG
+34.2%
-79.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.5% | +3.8% |
| 7D | -1.5% | +1.8% | -3.2% | -2.9% |
| 30D | -18.9% | +3.3% | -22.2% | -21.0% |
| 3M | +20.1% | -9.8% | +29.9% | +30.3% |
| 6M | -4.7% | +5.2% | -9.8% | -14.2% |
| YTD | -20.0% | +16.1% | -36.1% | -40.2% |
| 1Y | -44.9% | +33.7% | -78.6% | -68.4% |
| All | -44.9% | +34.2% | -79.1% | -68.4% |
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