+223.1%
BMNR vs CLX
-28.1%
+251.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.6% | +4.3% |
| 7D | +0.2% | -5.7% | +5.9% | +4.9% |
| 30D | +39.9% | -17.0% | +56.9% | +61.0% |
| 3M | +51.5% | -9.7% | +61.2% | +62.0% |
| 6M | +18.9% | -19.8% | +38.7% | +54.8% |
| YTD | -7.8% | -9.8% | +2.0% | -21.3% |
| 1Y | -47.6% | -26.2% | -21.4% | -7.1% |
| All | +223.1% | -28.1% | +251.2% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling