-97.8%
COSM vs SPY
+836.4%
-934.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.0% |
| 7D | +21.3% | +0.1% | +21.2% | +21.2% |
| 30D | +27.0% | +0.1% | +26.9% | +26.8% |
| 3M | +0.7% | +2.0% | -1.3% | +2.2% |
| 6M | -29.5% | +13.0% | -42.5% | -16.2% |
| YTD | -45.2% | +13.5% | -58.7% | -35.2% |
| 1Y | -57.1% | +20.0% | -77.1% | -45.0% |
| 3Y | -76.9% | +77.2% | -154.1% | -46.6% |
| 5Y | -94.2% | +81.9% | -176.0% | -82.7% |
| 10Y | -95.8% | +314.1% | -409.9% | -83.6% |
| All | -97.8% | +836.4% | -934.2% | -66.8% |
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