-47.6%
BMNR vs CHTR
-44.4%
-3.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.3% | +3.2% |
| 7D | +0.2% | -4.1% | +4.3% | +0.4% |
| 30D | +39.9% | -3.0% | +42.9% | +39.6% |
| 3M | +51.5% | +4.8% | +46.7% | +49.2% |
| 6M | +18.9% | -35.0% | +53.9% | +20.8% |
| YTD | -7.8% | -30.2% | +22.4% | -5.9% |
| 1Y | -47.6% | -44.8% | -2.8% | -34.8% |
| All | -47.6% | -44.4% | -3.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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