-40.8%
BMNR vs CTAS
-1.7%
-39.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.7% |
| 7D | +4.9% | -1.8% | +6.7% | +4.1% |
| 30D | +35.5% | -0.2% | +35.7% | +35.1% |
| 3M | +39.6% | +11.7% | +27.9% | +44.8% |
| 6M | +18.2% | +0.7% | +17.5% | +11.3% |
| YTD | -8.0% | +7.4% | -15.4% | -7.8% |
| 1Y | -40.8% | -2.1% | -38.7% | -46.5% |
| All | -40.8% | -1.7% | -39.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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