-55.2%
COIN vs BMNR
-52.7%
-2.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.4% | -3.3% | -0.8% |
| 7D | -10.1% | -11.5% | +1.4% | -3.2% |
| 30D | -24.5% | -19.3% | -5.2% | -13.9% |
| 3M | -8.3% | +6.4% | -14.6% | -10.3% |
| 6M | -37.1% | -16.4% | -20.7% | -30.7% |
| YTD | -39.7% | -29.1% | -10.6% | -31.4% |
| 1Y | -55.2% | -51.4% | -3.8% | -43.2% |
| All | -55.2% | -52.7% | -2.4% | -43.2% |
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