+212.3%
BMNR vs CTAS
-11.7%
+224.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.9% |
| 7D | -8.5% | -1.3% | -7.2% | -7.1% |
| 30D | +33.8% | -3.1% | +36.9% | +38.8% |
| 3M | +54.7% | +10.3% | +44.4% | +29.8% |
| 6M | +16.7% | +1.6% | +15.1% | +23.5% |
| YTD | -10.9% | +6.3% | -17.2% | -28.1% |
| 1Y | -46.9% | -0.5% | -46.4% | -43.7% |
| All | +212.3% | -11.7% | +224.1% | +584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling