-40.8%
BMNR vs CG
-24.3%
-16.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.0% |
| 7D | +4.9% | -4.3% | +9.2% | +9.8% |
| 30D | +35.5% | -5.1% | +40.6% | +42.2% |
| 3M | +39.6% | +8.7% | +30.9% | +25.5% |
| 6M | +18.2% | -9.2% | +27.5% | +30.5% |
| YTD | -8.0% | -18.9% | +10.8% | +17.3% |
| 1Y | -40.8% | -25.6% | -15.2% | -17.7% |
| All | -40.8% | -24.3% | -16.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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