-47.6%
BMNR vs CLF
+6.0%
-53.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.7% |
| 7D | +0.2% | -3.5% | +3.8% | +1.5% |
| 30D | +39.9% | -1.6% | +41.5% | +40.0% |
| 3M | +51.5% | -12.0% | +63.5% | +58.9% |
| 6M | +18.9% | +30.0% | -11.0% | +2.3% |
| YTD | -7.8% | -9.2% | +1.4% | -9.2% |
| 1Y | -47.6% | +2.3% | -49.9% | -46.5% |
| All | -47.6% | +6.0% | -53.6% | -46.5% |
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