+212.3%
BMNR vs CFG
+79.9%
+132.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.7% |
| 7D | -8.5% | -1.7% | -6.8% | -5.8% |
| 30D | +33.8% | -4.6% | +38.4% | +43.5% |
| 3M | +54.7% | +7.9% | +46.8% | +25.9% |
| 6M | +16.7% | +19.9% | -3.1% | -27.0% |
| YTD | -10.9% | +21.7% | -32.6% | -49.9% |
| 1Y | -46.9% | +38.4% | -85.4% | -80.8% |
| All | +212.3% | +79.9% | +132.4% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling