-54.1%
BMNR vs CLSK
-65.2%
+11.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -16.5% | +3.9% | -2.0% |
| 7D | -12.3% | -30.7% | +18.5% | +7.9% |
| 30D | -27.5% | -53.8% | +26.3% | +16.6% |
| 3M | +3.1% | -57.9% | +61.0% | +73.5% |
| 6M | -17.7% | -57.6% | +39.9% | +27.6% |
| YTD | -30.0% | -43.9% | +13.9% | -17.7% |
| 1Y | -54.1% | -65.7% | +11.6% | -17.1% |
| All | -54.1% | -65.2% | +11.1% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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