-96.5%
COSM price history and return analytics
+217.6%
-314.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.1% | -0.5% | -25.6% | -26.9% |
| 7D | -34.9% | -0.1% | -34.7% | -35.7% |
| 30D | -41.1% | -3.1% | -38.0% | -44.6% |
| 3M | -11.6% | -3.5% | -8.1% | -17.6% |
| 6M | -40.4% | +0.5% | -40.8% | -41.3% |
| YTD | -60.2% | +10.8% | -71.0% | -54.5% |
| 1Y | -72.8% | +11.9% | -84.7% | -68.4% |
| 3Y | -81.1% | +73.0% | -154.1% | -52.9% |
| 5Y | -94.6% | +58.6% | -153.2% | -83.6% |
| 10Y | -96.5% | +219.2% | -315.7% | -92.5% |
| All | -96.5% | +217.6% | -314.2% | -92.5% |
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