+212.3%
BMNR vs CHRW
+62.4%
+150.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | +0.4% |
| 7D | -8.5% | +4.4% | -12.9% | -7.3% |
| 30D | +33.8% | +5.5% | +28.3% | +36.1% |
| 3M | +54.7% | -17.3% | +72.0% | +47.7% |
| 6M | +16.7% | -12.7% | +29.4% | +14.1% |
| YTD | -10.9% | -4.1% | -6.7% | -2.1% |
| 1Y | -46.9% | +21.2% | -68.1% | -21.9% |
| All | +212.3% | +62.4% | +150.0% | +856.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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