+223.1%
BMNR vs CMS
0.0%
+223.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +4.1% |
| 7D | +0.2% | -1.9% | +2.2% | +1.9% |
| 30D | +39.9% | -4.1% | +44.0% | +44.4% |
| 3M | +51.5% | -7.1% | +58.6% | +56.5% |
| 6M | +18.9% | -10.1% | +29.0% | +27.2% |
| YTD | -7.8% | -1.7% | -6.1% | -23.2% |
| 1Y | -47.6% | -3.4% | -44.2% | -57.7% |
| All | +223.1% | 0.0% | +223.1% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling