-9.8%
COST vs BMNR
+245.3%
-255.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.2% | +0.3% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -4.7% | +39.9% | -44.6% | -4.7% |
| 3M | -7.1% | +51.5% | -58.6% | -7.2% |
| 6M | -8.5% | +18.9% | -27.4% | -8.6% |
| YTD | +5.4% | -7.8% | +13.2% | +5.4% |
| 1Y | -5.6% | -47.6% | +42.0% | -5.6% |
| All | -9.8% | +245.3% | -255.2% | -10.5% |
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