+212.5%
BMNR vs CLF
+60.1%
+152.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.3% |
| 7D | +5.0% | -2.7% | +7.6% | +6.6% |
| 30D | +33.8% | -3.2% | +37.0% | +35.1% |
| 3M | +49.4% | -5.0% | +54.4% | +49.9% |
| 6M | +17.0% | +26.6% | -9.6% | -10.0% |
| YTD | -10.8% | -9.0% | -1.9% | -14.9% |
| 1Y | -45.7% | +11.8% | -57.5% | -63.8% |
| All | +212.5% | +60.1% | +152.3% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling