-40.8%
BMNR vs CPRT
-31.2%
-9.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.6% |
| 7D | +4.9% | +2.2% | +2.7% | +4.5% |
| 30D | +35.5% | +16.6% | +18.8% | +35.2% |
| 3M | +39.6% | +9.6% | +30.0% | +37.4% |
| 6M | +18.2% | -11.1% | +29.4% | +11.6% |
| YTD | -8.0% | -13.9% | +5.8% | -14.1% |
| 1Y | -40.8% | -32.5% | -8.3% | -46.9% |
| All | -40.8% | -31.2% | -9.6% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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