+223.1%
BMNR vs CME
+4.0%
+219.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | +0.2% | -1.6% | +1.8% | +0.8% |
| 30D | +39.9% | +5.6% | +34.3% | +37.2% |
| 3M | +51.5% | +5.6% | +45.9% | +48.8% |
| 6M | +18.9% | -8.3% | +27.2% | +27.0% |
| YTD | -7.8% | +4.3% | -12.1% | -19.9% |
| 1Y | -47.6% | +9.1% | -56.7% | -59.1% |
| All | +223.1% | +4.0% | +219.1% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 3y: compounded portfolio wealth divided by compounded CME 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…
3y analysis · Full analysis span regression · 6 months rolling