-91.4%
COSM vs VOO
+67.9%
-159.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +6.6% |
| 7D | -1.0% | -2.7% | +1.7% | -18.6% |
| 30D | -5.0% | -5.4% | +0.4% | -31.8% |
| 3M | +38.0% | -4.1% | +42.1% | +4.8% |
| 6M | -13.4% | +0.7% | -14.1% | -23.0% |
| YTD | -38.8% | +8.7% | -47.5% | -30.2% |
| 1Y | -54.7% | +11.0% | -65.6% | -44.2% |
| 3Y | -71.5% | +75.5% | -147.0% | +105.6% |
| All | -91.4% | +67.9% | -159.3% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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