+212.5%
BMNR vs CPRT
-36.5%
+249.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | +0.8% |
| 7D | +5.0% | -0.4% | +5.4% | +6.0% |
| 30D | +33.8% | +8.2% | +25.5% | +14.2% |
| 3M | +49.4% | +2.3% | +47.1% | +36.0% |
| 6M | +17.0% | -14.7% | +31.7% | +82.5% |
| YTD | -10.8% | -18.2% | +7.4% | +26.7% |
| 1Y | -45.7% | -33.4% | -12.3% | +262.9% |
| All | +212.5% | -36.5% | +249.0% | -1,384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling