+223.1%
BMNR vs CFG
+82.1%
+140.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +1.3% |
| 7D | +0.2% | -0.4% | +0.7% | +1.0% |
| 30D | +39.9% | -4.6% | +44.6% | +50.5% |
| 3M | +51.5% | +6.7% | +44.9% | +26.8% |
| 6M | +18.9% | +22.1% | -3.2% | -28.3% |
| YTD | -7.8% | +23.2% | -31.0% | -49.2% |
| 1Y | -47.6% | +40.3% | -87.9% | -81.5% |
| All | +223.1% | +82.1% | +140.9% | -72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling