+36.9%
COSO vs VOO
+35.5%
+1.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.3% | +0.2% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +6.7% | -3.3% | +10.0% | +8.0% |
| 3M | +1.6% | -2.4% | +4.0% | +2.5% |
| 6M | +10.5% | +2.6% | +7.9% | +9.1% |
| YTD | +23.1% | +11.3% | +11.8% | +16.6% |
| 1Y | +34.7% | +13.4% | +21.3% | +26.3% |
| All | +36.9% | +35.5% | +1.4% | +22.3% |
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 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