+223.1%
BMNR vs CPRT
-40.6%
+263.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.0% | +7.9% |
| 7D | +0.2% | -11.2% | +11.4% | +22.1% |
| 30D | +39.9% | +3.3% | +36.6% | +28.0% |
| 3M | +51.5% | -3.6% | +55.1% | +50.6% |
| 6M | +18.9% | -15.8% | +34.7% | +70.6% |
| YTD | -7.8% | -23.5% | +15.7% | +46.1% |
| 1Y | -47.6% | -38.8% | -8.9% | +417.4% |
| All | +223.1% | -40.6% | +263.7% | -1,582.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling