+138.1%
BMNR vs CSGP
-61.0%
+199.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -2.9% | -6.1% | +3.2% | -2.5% |
| 30D | -21.5% | +0.3% | -21.8% | -21.6% |
| 3M | +3.1% | -1.3% | +4.4% | +3.3% |
| 6M | -14.9% | -8.9% | -5.9% | -13.8% |
| YTD | -32.0% | -55.2% | +23.2% | -21.6% |
| 1Y | -54.5% | -56.4% | +1.9% | -47.8% |
| All | +138.1% | -61.0% | +199.1% | +745.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling