-47.6%
BMNR vs CSX
+54.8%
-102.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +0.2% | -0.9% | +1.2% | +0.8% |
| 30D | +39.9% | -2.0% | +41.9% | +42.0% |
| 3M | +51.5% | +3.6% | +47.9% | +44.2% |
| 6M | +18.9% | +22.0% | -3.1% | -7.3% |
| YTD | -7.8% | +36.3% | -44.1% | -38.3% |
| 1Y | -47.6% | +50.9% | -98.5% | -67.5% |
| All | -47.6% | +54.8% | -102.4% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling