-42.6%
CCL vs COF
+248.6%
-291.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +0.7% |
| 7D | -3.2% | -5.1% | +1.9% | +1.6% |
| 30D | -17.8% | -6.0% | -11.8% | -12.9% |
| 3M | -18.7% | +14.8% | -33.5% | -28.8% |
| 6M | -11.4% | +15.3% | -26.7% | -21.9% |
| YTD | -24.3% | -13.0% | -11.3% | -14.6% |
| 1Y | -28.8% | -5.7% | -23.1% | -26.1% |
| 3Y | +49.3% | +118.1% | -68.8% | -34.9% |
| 5Y | +1.6% | +46.2% | -44.6% | -34.0% |
| All | -42.6% | +248.6% | -291.3% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling