+126.9%
BMNR vs CVE
+126.6%
+0.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -4.7% |
| 7D | -6.3% | +5.9% | -12.2% | -6.0% |
| 30D | -21.0% | -10.9% | -10.1% | -21.6% |
| 3M | -3.9% | -4.5% | +0.6% | -4.1% |
| 6M | -17.0% | -1.0% | -16.0% | -16.7% |
| YTD | -35.2% | +74.7% | -110.0% | -34.3% |
| 1Y | -51.9% | +65.8% | -117.7% | -51.7% |
| All | +126.9% | +126.6% | +0.3% | +517.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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