+28.8%
COHR vs BMNR
-58.3%
+87.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.8% | -3.7% |
| 7D | +3.5% | -11.9% | +15.4% | +8.2% |
| 30D | -31.3% | -24.8% | -6.6% | -24.1% |
| 3M | -34.0% | -0.1% | -33.9% | -35.7% |
| 6M | -36.0% | -18.4% | -17.5% | -33.1% |
| YTD | +16.3% | -33.4% | +49.7% | +22.4% |
| 1Y | +28.8% | -56.1% | +84.8% | +52.7% |
| All | +28.8% | -58.3% | +87.1% | +52.7% |
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 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