+45.9%
CSCO vs BMNR
-46.4%
+92.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +0.2% |
| 7D | -6.1% | -1.5% | -4.6% | -6.0% |
| 30D | -8.2% | -18.9% | +10.7% | -7.1% |
| 3M | -14.6% | +20.1% | -34.6% | -16.0% |
| 6M | +12.7% | -4.7% | +17.4% | +11.9% |
| YTD | +37.0% | -20.0% | +57.0% | +35.7% |
| 1Y | +45.9% | -44.9% | +90.8% | +46.4% |
| All | +45.9% | -46.4% | +92.3% | +46.4% |
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