+222.3%
BMNR vs CSGP
-60.0%
+282.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -5.3% |
| 7D | +4.9% | -4.1% | +9.0% | +5.4% |
| 30D | +35.5% | +2.3% | +33.2% | +35.2% |
| 3M | +39.6% | -8.2% | +47.7% | +41.3% |
| 6M | +18.2% | -35.1% | +53.3% | +28.0% |
| YTD | -8.0% | -54.0% | +46.0% | +5.8% |
| 1Y | -40.8% | -65.3% | +24.5% | -53.3% |
| All | +222.3% | -60.0% | +282.3% | +1,041.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling