-44.9%
BMNR vs CLF
+12.5%
-57.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -9.2% | +15.0% | +8.0% |
| 7D | -1.5% | -7.9% | +6.4% | +0.2% |
| 30D | -18.9% | +5.2% | -24.1% | -20.6% |
| 3M | +20.1% | +4.3% | +15.7% | +16.7% |
| 6M | -4.7% | +25.3% | -29.9% | -14.6% |
| YTD | -20.0% | -3.3% | -16.6% | -25.4% |
| 1Y | -44.9% | +20.2% | -65.1% | -63.0% |
| All | -44.9% | +12.5% | -57.4% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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