+136.7%
CAT vs BMNR
+234.0%
-97.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.8% |
| 7D | +2.9% | +5.0% | -2.0% | +2.9% |
| 30D | -2.6% | +33.8% | -36.4% | -2.7% |
| 3M | -10.7% | +49.4% | -60.1% | -10.8% |
| 6M | +16.1% | +17.0% | -0.8% | +16.1% |
| YTD | +43.2% | -10.8% | +54.1% | +43.2% |
| 1Y | +96.8% | -45.7% | +142.5% | +96.8% |
| All | +136.7% | +234.0% | -97.3% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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