+223.1%
BMNR vs CTAS
-10.4%
+233.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +1.7% |
| 7D | +0.2% | +0.5% | -0.3% | -0.3% |
| 30D | +39.9% | -0.7% | +40.6% | +41.3% |
| 3M | +51.5% | +11.1% | +40.4% | +26.7% |
| 6M | +18.9% | +2.1% | +16.8% | +27.6% |
| YTD | -7.8% | +8.0% | -15.8% | -26.9% |
| 1Y | -47.6% | -0.5% | -47.1% | -35.0% |
| All | +223.1% | -10.4% | +233.4% | +595.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling