-40.8%
BMNR vs CLF
+20.0%
-60.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.8% | -7.4% | -6.2% |
| 7D | +4.9% | +7.6% | -2.7% | +2.0% |
| 30D | +35.5% | -1.2% | +36.7% | +35.4% |
| 3M | +39.6% | -13.4% | +53.0% | +47.5% |
| 6M | +18.2% | +15.4% | +2.8% | +8.2% |
| YTD | -8.0% | -5.9% | -2.2% | -10.4% |
| 1Y | -40.8% | +18.8% | -59.6% | -40.1% |
| All | -40.8% | +20.0% | -60.8% | -40.1% |
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