-17.0%
BMNR vs CSGP
-4.5%
-12.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.9% | -7.6% | -4.5% |
| 7D | -6.3% | +1.3% | -7.6% | -6.2% |
| 30D | -21.0% | +2.8% | -23.8% | -20.7% |
| 3M | -3.9% | -6.3% | +2.4% | -4.6% |
| 6M | -17.0% | -3.2% | -13.8% | -22.1% |
| All | -17.0% | -4.5% | -12.5% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling