-95.8%
COSM vs SPY
+313.2%
-409.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +1.8% |
| 7D | +21.3% | +0.1% | +21.2% | +21.2% |
| 30D | +27.0% | +0.1% | +26.9% | +26.7% |
| 3M | +0.7% | +2.0% | -1.3% | +2.4% |
| 6M | -29.5% | +13.0% | -42.5% | -12.1% |
| YTD | -45.2% | +13.5% | -58.7% | -32.3% |
| 1Y | -57.1% | +20.0% | -77.1% | -41.1% |
| 3Y | -76.9% | +77.2% | -154.1% | -32.3% |
| 5Y | -94.2% | +81.9% | -176.0% | -75.1% |
| All | -95.8% | +313.2% | -409.0% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling