+223.1%
BMNR vs CSGP
-60.5%
+283.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | +0.1% | +3.0% |
| 7D | +0.2% | -1.5% | +1.7% | +0.4% |
| 30D | +39.9% | -0.1% | +40.0% | +40.0% |
| 3M | +51.5% | -6.7% | +58.2% | +53.2% |
| 6M | +18.9% | -32.8% | +51.7% | +28.2% |
| YTD | -7.8% | -54.7% | +46.9% | +6.2% |
| 1Y | -47.6% | -65.0% | +17.4% | -55.7% |
| All | +223.1% | -60.5% | +283.6% | +1,046.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling