-97.6%
COSM vs SPY
+796.2%
-893.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.7% |
| 7D | -1.0% | -2.7% | +1.7% | -6.4% |
| 30D | -5.0% | -5.4% | +0.4% | -13.9% |
| 3M | +38.0% | -4.1% | +42.1% | +27.7% |
| 6M | -13.4% | +0.7% | -14.1% | -14.5% |
| YTD | -38.8% | +8.7% | -47.4% | -33.1% |
| 1Y | -54.7% | +10.9% | -65.6% | -49.0% |
| 3Y | -71.5% | +75.0% | -146.5% | -35.2% |
| 5Y | -92.0% | +67.8% | -159.7% | -78.0% |
| 10Y | -95.0% | +312.9% | -407.8% | -81.5% |
| All | -97.6% | +796.2% | -893.7% | -65.7% |
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