| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | COFS | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | −2.8% | −0.2% | −0.7% | +6.8% | +4.6% | +8.3% | −0.5% | — | — | — | — | — | +15.8% | +9.3% | +6.5pp |
| 2025 | −6.0% | −5.1% | −8.6% | −1.2% | +4.0% | −2.0% | +2.4% | +5.0% | −5.3% | −1.1% | +6.3% | −2.1% | −14.0% | +17.7% | −31.7pp |
| 2024 | −8.9% | −0.3% | +3.8% | −9.1% | −0.7% | +17.3% | −4.0% | +13.3% | +0.1% | +7.3% | +13.0% | −4.2% | +26.3% | +24.9% | +1.4pp |
| 2023 | −0.6% | −1.4% | −10.4% | −4.0% | −13.9% | +11.5% | +5.4% | −0.9% | −17.4% | −3.9% | +32.5% | +18.2% | +5.3% | +26.2% | −20.9pp |
| 2022 | −2.0% | −1.9% | −0.6% | −0.5% | −13.3% | −5.7% | +4.2% | +3.4% | +1.3% | +1.8% | +2.6% | +29.1% | +14.4% | −18.2% | +32.6pp |
| 2021 | −16.5% | −1.4% | −4.5% | +2.0% | +4.9% | −5.1% | −1.4% | +2.8% | +1.3% | +2.7% | +0.4% | +5.5% | −10.9% | +28.7% | −39.6pp |
| 2020 | −4.1% | +7.6% | −22.6% | +13.6% | +1.8% | +1.4% | −3.6% | +0.0% | −8.1% | +10.5% | +3.0% | +4.7% | −0.9% | +18.3% | −19.2pp |
| 2019 | −1.2% | −0.2% | +6.3% | +4.9% | +4.6% | +4.3% | +0.0% | −0.8% | +5.2% | −1.5% | +8.5% | +0.5% | +34.3% | +31.2% | +3.0pp |
| 2018 | +4.0% | −0.4% | +4.2% | +5.8% | −0.2% | +3.1% | +0.3% | +5.4% | −1.5% | −4.1% | −1.2% | −2.2% | +13.4% | −4.6% | +18.0pp |
| 2017 | −1.9% | −1.1% | +0.6% | −1.0% | +4.3% | +0.8% | +1.0% | −1.6% | +5.2% | −4.3% | +0.1% | +6.5% | +8.4% | +21.7% | −13.3pp |
A month’s return is its month-end close over the prior month-end’s, so a year’s figure is exactly the product of its twelve monthly cells — no separate annualisation, no resampling. A blank cell means no return exists for that month (the series had not started, or it is the very first month-end, which has nothing to be measured against). Blank is never zero.
Basis. COFS is on the total return (splits + dividends) basis, SPY on the total return (splits + dividends) basis. Both columns are on the same basis, so the Δ column is a like-for-like difference.
Partial years. A year marked “ytd” or “part” does not cover the full calendar year: either the stored history starts inside it (the figure is measured from the first month-end present) or the data stops before December (the figure runs through the last stored close). The row’s own tooltip names the exact boundary. It is never dressed up as a calendar-year return.
End of day. These are stored end-of-day closes, and the window is anchored on the LAST stored bar rather than today’s date — so the newest row ends where the data ends. Nothing here is intraday.
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Years ⓘ | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 |
| Positive ⓘ | 19% | 29% | 67% | 33% | 57% | 62% | 43% | 62% | 52% | 29% | 62% | 81% |
| Median | −1.7% | −0.9% | +1.0% | −1.2% | +1.8% | +2.9% | +0.0% | +2.1% | +0.1% | −0.5% | +1.8% | +4.0% |
| Best | +25.0% | +13.1% | +34.9% | +13.6% | +8.6% | +28.6% | +13.9% | +16.1% | +10.8% | +10.5% | +32.5% | +29.1% |
| Worst | −35.5% | −23.3% | −22.6% | −20.6% | −13.9% | −17.1% | −4.1% | −6.5% | −21.4% | −9.6% | −12.4% | −4.8% |
| vs SPY ⓘ | −3.2pp | −1.3pp | +0.6pp | −2.8pp | −0.9pp | +1.3pp | −2.1pp | +2.2pp | −0.1pp | −2.4pp | −1.7pp | +1.2pp |
252 monthly observations across 2005–2026, benchmark SPY. The highlighted column is the current calendar month. Months are calendar months, not rolling 30-day windows.
