+63.7%
COFS vs VOO
+81.6%
-17.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -0.4% | -0.4% | -0.1% | -0.3% |
| 30D | -1.2% | -1.4% | +0.1% | -0.6% |
| 3M | +4.6% | +3.7% | +0.9% | +2.6% |
| 6M | +22.5% | +13.0% | +9.5% | +14.9% |
| YTD | +16.0% | +12.4% | +3.6% | +9.1% |
| 1Y | +14.3% | +18.6% | -4.2% | +4.8% |
| 3Y | +65.0% | +78.1% | -13.0% | +30.7% |
| 5Y | +63.7% | +82.3% | -18.6% | +24.3% |
| All | +63.7% | +81.6% | -17.9% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling