+219.7%
BMNR vs CSGP
-60.7%
+280.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | +6.0% | -5.1% | +11.1% | +6.7% |
| 30D | +31.6% | +0.3% | +31.3% | +31.6% |
| 3M | +47.0% | -9.1% | +56.1% | +49.0% |
| 6M | +31.2% | -37.3% | +68.5% | +42.6% |
| YTD | -8.8% | -54.9% | +46.1% | +5.2% |
| 1Y | -43.4% | -65.5% | +22.1% | -53.7% |
| All | +219.7% | -60.7% | +280.4% | +1,035.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling