+212.5%
BMNR vs CMS
+1.5%
+211.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.5% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | +33.8% | -1.3% | +35.0% | +34.7% |
| 3M | +49.4% | -5.4% | +54.8% | +51.6% |
| 6M | +17.0% | -10.3% | +27.3% | +28.8% |
| YTD | -10.8% | -0.2% | -10.6% | -26.7% |
| 1Y | -45.7% | -0.9% | -44.8% | -59.9% |
| All | +212.5% | +1.5% | +211.0% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling