+223.1%
BMNR vs CTSH
-23.0%
+246.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +2.1% |
| 7D | +0.2% | -3.7% | +3.9% | +1.9% |
| 30D | +39.9% | +3.7% | +36.2% | +38.6% |
| 3M | +51.5% | +17.9% | +33.6% | +42.4% |
| 6M | +18.9% | -2.6% | +21.6% | +37.8% |
| YTD | -7.8% | -26.4% | +18.6% | +55.2% |
| 1Y | -47.6% | -13.0% | -34.6% | -44.7% |
| All | +223.1% | -23.0% | +246.1% | +1,016.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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