-40.8%
BMNR vs CMS
-1.9%
-38.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.7% |
| 7D | +4.9% | +0.4% | +4.5% | +5.0% |
| 30D | +35.5% | -3.6% | +39.1% | +33.3% |
| 3M | +39.6% | -1.9% | +41.5% | +35.8% |
| 6M | +18.2% | -11.0% | +29.2% | +15.7% |
| YTD | -8.0% | +0.2% | -8.2% | -9.6% |
| 1Y | -40.8% | -1.3% | -39.5% | -36.0% |
| All | -40.8% | -1.9% | -38.9% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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