-47.6%
BMNR vs CFG
+40.1%
-87.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +2.3% |
| 7D | +0.2% | -0.4% | +0.7% | +0.7% |
| 30D | +39.9% | -4.6% | +44.6% | +45.6% |
| 3M | +51.5% | +6.7% | +44.9% | +37.2% |
| 6M | +18.9% | +22.1% | -3.2% | -10.4% |
| YTD | -7.8% | +23.2% | -31.0% | -32.7% |
| 1Y | -47.6% | +40.3% | -87.9% | -67.6% |
| All | -47.6% | +40.1% | -87.7% | -67.6% |
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