+223.1%
BMNR vs CMI
+75.4%
+147.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +2.2% |
| 7D | +0.2% | -0.7% | +1.0% | +1.0% |
| 30D | +39.9% | -12.4% | +52.3% | +58.5% |
| 3M | +51.5% | -14.8% | +66.3% | +71.3% |
| 6M | +18.9% | +0.8% | +18.1% | +4.2% |
| YTD | -7.8% | +10.2% | -18.0% | -27.4% |
| 1Y | -47.6% | +37.4% | -85.0% | -68.0% |
| All | +223.1% | +75.4% | +147.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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