-29.6%
CLS vs BMNR
-46.4%
+16.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.8% | -14.9% | -11.1% |
| 7D | -21.1% | -1.5% | -19.7% | -20.8% |
| 30D | -38.2% | -18.9% | -19.3% | -33.6% |
| 3M | -36.3% | +20.1% | -56.4% | -40.8% |
| 6M | -43.8% | -4.7% | -39.2% | -44.1% |
| YTD | -20.0% | -20.0% | -0.1% | -18.2% |
| 1Y | -29.6% | -44.9% | +15.3% | -18.6% |
| All | -29.6% | -46.4% | +16.8% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling