+548.4%
COFS vs VOO
+817.1%
-268.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +0.4% | +0.1% | +0.4% | +0.4% |
| 3M | +10.3% | +2.0% | +8.3% | +9.7% |
| 6M | +18.2% | +13.0% | +5.2% | +14.6% |
| YTD | +18.5% | +13.6% | +4.9% | +14.7% |
| 1Y | +15.5% | +20.1% | -4.6% | +10.4% |
| 3Y | +57.9% | +77.6% | -19.7% | +40.2% |
| 5Y | +69.6% | +82.4% | -12.9% | +49.0% |
| 10Y | +142.4% | +316.8% | -174.4% | +100.2% |
| All | +548.4% | +817.1% | -268.7% | +398.2% |
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