-97.7%
COSM price history and return analytics
+421.1%
-518.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.1% | -7.5% | -16.3% |
| 7D | +4.3% | -4.2% | +8.5% | -1.4% |
| 30D | -9.4% | -5.8% | -3.6% | -16.1% |
| 3M | +34.9% | -5.2% | +40.1% | +25.8% |
| 6M | -18.3% | +0.1% | -18.4% | -19.2% |
| YTD | -41.8% | +8.2% | -50.0% | -37.7% |
| 1Y | -59.9% | +10.1% | -70.1% | -56.3% |
| 3Y | -74.8% | +69.7% | -144.4% | -54.3% |
| 5Y | -92.3% | +53.4% | -145.7% | -84.7% |
| 10Y | -95.2% | +219.2% | -314.4% | -88.6% |
| All | -97.7% | +421.1% | -518.8% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling