+735.3%
COFS price history and return analytics
+368.8%
+366.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -1.2% | -0.7% | -0.6% | -1.1% |
| 3M | +4.6% | +4.0% | +0.6% | +3.8% |
| 6M | +22.5% | +12.3% | +10.2% | +19.9% |
| YTD | +16.0% | +14.0% | +2.0% | +13.2% |
| 1Y | +14.3% | +20.3% | -6.0% | +10.6% |
| 3Y | +65.0% | +75.4% | -10.4% | +51.2% |
| 5Y | +63.7% | +66.0% | -2.3% | +50.3% |
| 10Y | +142.3% | +228.2% | -85.9% | +111.1% |
| All | +735.3% | +368.8% | +366.5% | +655.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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