-95.2%
COSM price history and return analytics
+223.7%
-318.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +2.6% | -14.7% | -7.6% |
| 7D | -13.3% | +0.4% | -13.6% | -13.3% |
| 30D | -20.2% | -2.6% | -17.6% | -24.2% |
| 3M | +15.0% | -3.2% | +18.3% | +8.0% |
| 6M | -19.3% | +0.9% | -20.2% | -19.6% |
| YTD | -46.2% | +11.3% | -57.5% | -37.7% |
| 1Y | -61.2% | +14.0% | -75.2% | -53.2% |
| 3Y | -75.4% | +75.8% | -151.3% | -36.0% |
| 5Y | -92.7% | +57.8% | -150.6% | -77.5% |
| 10Y | -95.2% | +219.8% | -315.0% | -89.3% |
| All | -95.2% | +223.7% | -318.9% | -89.3% |
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