+212.3%
BMNR vs CLF
+56.7%
+155.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +1.3% |
| 7D | -8.5% | -3.7% | -4.8% | -6.5% |
| 30D | +33.8% | -4.7% | +38.4% | +36.4% |
| 3M | +54.7% | -4.7% | +59.4% | +54.4% |
| 6M | +16.7% | +24.0% | -7.3% | -9.0% |
| YTD | -10.9% | -10.9% | +0.1% | -13.8% |
| 1Y | -46.9% | +4.0% | -51.0% | -61.2% |
| All | +212.3% | +56.7% | +155.7% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling