-77.3%
COSM vs SPY
+79.4%
-156.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +1.3% | +17.9% | +17.4% |
| 7D | -28.0% | -0.9% | -27.1% | -26.7% |
| 30D | -32.5% | -2.4% | -30.2% | -30.2% |
| 3M | +7.3% | -1.2% | +8.5% | +8.8% |
| 6M | -23.1% | +3.3% | -26.4% | -26.5% |
| YTD | -52.6% | +12.3% | -64.9% | -59.3% |
| 1Y | -67.5% | +12.4% | -79.9% | -72.2% |
| All | -77.3% | +79.4% | -156.7% | -92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling