-40.8%
BMNR vs CGNX
+42.4%
-83.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -6.8% |
| 7D | +4.9% | +3.0% | +2.0% | +3.4% |
| 30D | +35.5% | -11.8% | +47.3% | +44.1% |
| 3M | +39.6% | -3.6% | +43.2% | +40.2% |
| 6M | +18.2% | +17.4% | +0.8% | +6.3% |
| YTD | -8.0% | +73.7% | -81.8% | -40.7% |
| 1Y | -40.8% | +41.5% | -82.3% | -51.6% |
| All | -40.8% | +42.4% | -83.2% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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