+64.3%
CVX vs BMNR
+245.3%
-181.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.6% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | +9.8% | +39.9% | -30.1% | +9.9% |
| 3M | +16.2% | +51.5% | -35.3% | +16.2% |
| 6M | +13.6% | +18.9% | -5.3% | +13.7% |
| YTD | +44.4% | -7.8% | +52.2% | +44.4% |
| 1Y | +40.6% | -47.6% | +88.2% | +40.6% |
| All | +64.3% | +245.3% | -181.0% | +65.6% |
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 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