+597.8%
COF vs VOO
+812.0%
-214.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.8% |
| 7D | +1.2% | +0.5% | +0.7% | +0.5% |
| 30D | -1.4% | -0.9% | -0.5% | 0.0% |
| 3M | +19.0% | +3.9% | +15.1% | +13.0% |
| 6M | +14.9% | +14.5% | +0.3% | -4.8% |
| YTD | -10.7% | +13.0% | -23.6% | -24.2% |
| 1Y | -1.3% | +19.4% | -20.7% | -22.4% |
| 3Y | +124.3% | +78.9% | +45.4% | +2.7% |
| 5Y | +51.1% | +82.3% | -31.1% | -31.5% |
| 10Y | +252.4% | +314.2% | -61.9% | -43.5% |
| All | +597.8% | +812.0% | -214.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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