-96.4%
COSM price history and return analytics
+222.7%
-319.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.6% | -11.4% | -13.1% |
| 7D | -28.4% | +2.9% | -31.3% | -25.0% |
| 30D | -45.8% | -2.5% | -43.3% | -48.8% |
| 3M | +0.3% | -3.3% | +3.6% | -6.7% |
| 6M | -32.4% | +1.5% | -33.9% | -32.5% |
| YTD | -58.3% | +11.4% | -69.7% | -52.1% |
| 1Y | -71.6% | +11.9% | -83.5% | -67.1% |
| 3Y | -80.2% | +73.9% | -154.1% | -50.4% |
| 5Y | -94.5% | +57.9% | -152.4% | -83.0% |
| All | -96.4% | +222.7% | -319.0% | -92.2% |
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