+83.0%
COFS vs VOO
+79.7%
+3.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.1% |
| 7D | -2.5% | -0.9% | -1.6% | -1.9% |
| 30D | +12.1% | -2.3% | +14.5% | +14.0% |
| 3M | +8.1% | -1.2% | +9.3% | +8.8% |
| 6M | +20.6% | +3.3% | +17.3% | +16.8% |
| YTD | +27.7% | +12.3% | +15.4% | +15.2% |
| 1Y | +29.9% | +12.5% | +17.4% | +16.9% |
| All | +83.0% | +79.7% | +3.3% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling