+223.1%
BMNR vs CG
-3.0%
+226.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +5.7% |
| 7D | +0.2% | -9.9% | +10.1% | +14.7% |
| 30D | +39.9% | -11.7% | +51.6% | +63.5% |
| 3M | +51.5% | -4.3% | +55.8% | +54.8% |
| 6M | +18.9% | -8.8% | +27.7% | +28.3% |
| YTD | -7.8% | -26.9% | +19.1% | +45.0% |
| 1Y | -47.6% | -35.4% | -12.2% | +5.1% |
| All | +223.1% | -3.0% | +226.1% | +645.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling