-96.5%
COSM vs SPY
+304.1%
-400.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.1% | -0.4% | -25.8% | -26.9% |
| 7D | -34.9% | -0.6% | -34.3% | -36.7% |
| 30D | -41.1% | -3.7% | -37.4% | -46.2% |
| 3M | -11.6% | -2.7% | -8.9% | -17.8% |
| 6M | -40.4% | +2.2% | -42.5% | -39.7% |
| YTD | -60.2% | +10.8% | -71.1% | -53.6% |
| 1Y | -72.8% | +11.2% | -84.1% | -68.2% |
| 3Y | -81.1% | +76.5% | -157.6% | -43.6% |
| 5Y | -94.6% | +72.9% | -167.6% | -77.9% |
| 10Y | -96.5% | +304.8% | -401.3% | -89.0% |
| All | -96.5% | +304.1% | -400.6% | -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