+63.0%
COFS vs VOO
+77.8%
-14.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.0% |
| 7D | +2.2% | +0.5% | +1.6% | +1.8% |
| 30D | -0.8% | -0.9% | +0.1% | -0.1% |
| 3M | +6.5% | +3.9% | +2.6% | +3.1% |
| 6M | +21.9% | +14.5% | +7.4% | +8.6% |
| YTD | +16.8% | +13.0% | +3.8% | +5.3% |
| 1Y | +14.3% | +19.4% | -5.1% | -1.8% |
| All | +63.0% | +77.8% | -14.8% | -7.9% |
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