-95.1%
COSM price history and return analytics
+215.5%
-310.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +4.9% | +5.6% |
| 7D | -1.0% | -2.3% | +1.3% | -6.1% |
| 30D | -5.0% | -5.0% | 0.0% | -14.0% |
| 3M | +38.0% | -4.9% | +42.9% | +25.1% |
| 6M | -13.4% | -1.5% | -11.8% | -17.7% |
| YTD | -38.8% | +8.5% | -47.2% | -32.6% |
| 1Y | -54.7% | +11.4% | -66.1% | -47.8% |
| 3Y | -71.5% | +70.1% | -141.6% | -30.8% |
| 5Y | -92.0% | +53.7% | -145.7% | -76.3% |
| All | -95.1% | +215.5% | -310.6% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling