+1.4%
CRM vs BMNR
-46.4%
+47.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.7% |
| 7D | -4.4% | +0.2% | -4.7% | -4.5% |
| 30D | +28.1% | +39.9% | -11.8% | +25.0% |
| 3M | +48.8% | +51.5% | -2.7% | +43.8% |
| 6M | +28.3% | +18.9% | +9.3% | +25.6% |
| YTD | -6.0% | -7.8% | +1.8% | -7.0% |
| 1Y | +1.4% | -47.6% | +49.0% | +5.6% |
| All | +1.4% | -46.4% | +47.8% | +5.6% |
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