+222.3%
BMNR vs CVE
+151.1%
+71.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.7% |
| 7D | +4.9% | +2.5% | +2.4% | +5.1% |
| 30D | +35.5% | +16.7% | +18.8% | +36.5% |
| 3M | +39.6% | +9.3% | +30.3% | +40.7% |
| 6M | +18.2% | +43.6% | -25.4% | +19.7% |
| YTD | -8.0% | +93.6% | -101.6% | -6.1% |
| 1Y | -40.8% | +98.8% | -139.6% | -32.9% |
| All | +222.3% | +151.1% | +71.2% | +782.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling