+126.9%
BMNR vs CSGP
-59.9%
+186.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.9% | -7.6% | -4.9% |
| 7D | -6.3% | +1.3% | -7.6% | -6.3% |
| 30D | -21.0% | +2.8% | -23.8% | -21.2% |
| 3M | -3.9% | -6.3% | +2.4% | -3.2% |
| 6M | -17.0% | -3.2% | -13.8% | -16.8% |
| YTD | -35.2% | -54.0% | +18.7% | -25.4% |
| 1Y | -51.9% | -54.8% | +2.9% | -44.7% |
| All | +126.9% | -59.9% | +186.8% | +704.7% |
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