-98.3%
COSM vs SPY
+822.8%
-921.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.4% | -11.5% | -12.4% |
| 7D | -28.3% | +3.3% | -31.6% | -24.6% |
| 30D | -45.7% | -2.7% | -43.0% | -48.6% |
| 3M | +0.5% | -1.7% | +2.2% | -3.5% |
| 6M | -32.2% | +3.1% | -35.3% | -30.8% |
| YTD | -58.2% | +11.9% | -70.1% | -52.2% |
| 1Y | -71.5% | +12.0% | -83.5% | -67.5% |
| 3Y | -80.2% | +78.2% | -158.4% | -54.0% |
| 5Y | -94.5% | +73.2% | -167.7% | -84.2% |
| 10Y | -96.4% | +309.6% | -406.0% | -86.1% |
| All | -98.3% | +822.8% | -921.1% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling