+212.3%
BMNR vs CSX
+56.3%
+156.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.7% |
| 7D | -8.5% | +0.1% | -8.6% | -8.4% |
| 30D | +33.8% | -1.5% | +35.3% | +32.5% |
| 3M | +54.7% | +6.0% | +48.8% | +60.4% |
| 6M | +16.7% | +20.6% | -3.8% | +31.7% |
| YTD | -10.9% | +36.5% | -47.4% | +19.1% |
| 1Y | -46.9% | +55.0% | -101.9% | +4.2% |
| All | +212.3% | +56.3% | +156.1% | +947.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling