+223.1%
BMNR vs CTVA
+18.2%
+204.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.9% |
| 7D | +0.2% | -4.5% | +4.7% | +3.4% |
| 30D | +39.9% | +11.3% | +28.6% | +27.9% |
| 3M | +51.5% | +12.3% | +39.2% | +28.1% |
| 6M | +18.9% | +7.2% | +11.7% | +4.5% |
| YTD | -7.8% | +26.0% | -33.8% | -38.0% |
| 1Y | -47.6% | +16.0% | -63.6% | -53.1% |
| All | +223.1% | +18.2% | +204.8% | +412.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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