+154.9%
COFS vs VOO
+311.2%
-156.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | +0.3% | +3.3% | -3.0% | -0.8% |
| 30D | +13.5% | -2.7% | +16.2% | +14.4% |
| 3M | +8.2% | -1.7% | +9.9% | +8.7% |
| 6M | +21.5% | +3.1% | +18.4% | +20.1% |
| YTD | +28.4% | +11.9% | +16.5% | +23.5% |
| 1Y | +30.0% | +12.1% | +17.9% | +24.9% |
| 3Y | +84.2% | +78.6% | +5.6% | +56.9% |
| 5Y | +72.6% | +73.8% | -1.2% | +46.6% |
| All | +154.9% | +311.2% | -156.3% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling