-93.6%
COSM vs SPY
+82.0%
-175.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +0.8% |
| 7D | +21.3% | +0.1% | +21.2% | +20.8% |
| 30D | +27.0% | +0.1% | +26.9% | +25.9% |
| 3M | +0.7% | +2.0% | -1.3% | +1.2% |
| 6M | -29.5% | +13.0% | -42.5% | +7.8% |
| YTD | -45.2% | +13.5% | -58.7% | -19.2% |
| 1Y | -57.1% | +20.0% | -77.1% | -22.0% |
| 3Y | -76.9% | +77.2% | -154.1% | +29.4% |
| All | -93.6% | +82.0% | -175.7% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling