You might need Composite Indexes to make your queries more efficient, Cosmos DB does not create any Composite Indexes for you. You need to figure out which properties should have composite indexes then you need to change the indexing policy file to create them.
Indexing Metrics comes to your help when you need help with indexing policy. It tells you which indexes the current query uses and it gives you hints about what other indexes you should create to make the query work faster/cheaper. Like many other features of Cosmos DB, you need to write code by using SDK to see Indexing Metrics. The following example shows how to enable Indexing Metrics for your queries.
Click through for a code sample which shows how to collect index metrics.