-40.8%
BMNR vs CLSK
+35.0%
-75.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -6.2% |
| 7D | +4.9% | +8.8% | -3.9% | -0.3% |
| 30D | +35.5% | -6.0% | +41.5% | +39.1% |
| 3M | +39.6% | -24.4% | +63.9% | +60.4% |
| 6M | +18.2% | +19.0% | -0.8% | -5.7% |
| YTD | -8.0% | +25.4% | -33.4% | -29.7% |
| 1Y | -40.8% | +39.8% | -80.6% | -51.1% |
| All | -40.8% | +35.0% | -75.8% | -51.1% |
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