-95.9%
COSM price history and return analytics
+224.4%
-320.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +1.1% | +18.0% | +21.1% |
| 7D | -28.0% | -0.7% | -27.4% | -29.7% |
| 30D | -32.6% | -1.7% | -30.8% | -35.3% |
| 3M | +7.3% | -2.3% | +9.6% | +1.8% |
| 6M | -23.1% | +1.5% | -24.6% | -23.2% |
| YTD | -52.6% | +12.0% | -64.7% | -44.9% |
| 1Y | -67.5% | +12.9% | -80.4% | -61.8% |
| 3Y | -77.5% | +74.9% | -152.5% | -43.0% |
| 5Y | -93.9% | +59.9% | -153.8% | -80.9% |
| 10Y | -95.9% | +224.6% | -320.5% | -91.3% |
| All | -95.9% | +224.4% | -320.2% | -91.3% |
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