+223.1%
BMNR vs COPX
+110.8%
+112.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.5% |
| 7D | +0.2% | -2.3% | +2.6% | +1.7% |
| 30D | +39.9% | +0.3% | +39.7% | +39.4% |
| 3M | +51.5% | +6.8% | +44.7% | +42.4% |
| 6M | +18.9% | +7.9% | +11.0% | +10.2% |
| YTD | -7.8% | +23.7% | -31.5% | -26.7% |
| 1Y | -47.6% | +71.5% | -119.1% | -68.9% |
| All | +223.1% | +110.8% | +112.3% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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