-40.8%
BMNR vs CLX
-20.9%
-19.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.6% |
| 7D | +4.9% | -9.2% | +14.2% | +4.9% |
| 30D | +35.5% | -11.0% | +46.5% | +35.5% |
| 3M | +39.6% | +5.0% | +34.5% | +40.0% |
| 6M | +18.2% | -18.8% | +37.0% | +20.2% |
| YTD | -8.0% | -4.4% | -3.6% | -6.7% |
| 1Y | -40.8% | -21.9% | -18.9% | -45.5% |
| All | -40.8% | -20.9% | -19.9% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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