You'll want to make a file called "Cosmic Reach Portable.bat" *in the exact same folder as the exe file*, then edit it in a text editor to write:
@echo off
cd /d %~dp0 "./Cosmic Reach.exe" -s "cosmic-reach-portable"
Then run the Cosmic Reach Portable.bat file instead of the exe. Remember to backup this script so that in future updates you can repeat the same process. If you run into trouble, search how to make batch scripts for windows.