-54.7%
COSM vs SPY
+9.9%
-64.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +4.7% |
| 7D | -1.0% | -2.7% | +1.7% | +4.0% |
| 30D | -5.0% | -5.4% | +0.4% | +3.4% |
| 3M | +38.0% | -4.1% | +42.1% | +46.2% |
| 6M | -13.4% | +0.7% | -14.1% | -15.1% |
| YTD | -38.8% | +8.7% | -47.4% | -43.7% |
| 1Y | -54.7% | +10.9% | -65.6% | -59.6% |
| All | -54.7% | +9.9% | -64.5% | -59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling