+283.4%
COHR vs BMNR
+245.3%
+38.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.7% | +4.1% |
| 7D | +8.3% | +0.2% | +8.1% | +8.3% |
| 30D | -14.1% | +39.9% | -54.0% | -14.4% |
| 3M | -16.0% | +51.5% | -67.5% | -16.3% |
| 6M | +21.5% | +18.9% | +2.6% | +21.2% |
| YTD | +65.4% | -7.8% | +73.3% | +65.3% |
| 1Y | +195.0% | -47.6% | +242.6% | +195.3% |
| All | +283.4% | +245.3% | +38.0% | +274.3% |
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