+47.5%
CCL vs COF
+115.1%
-67.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.3% |
| 7D | -4.3% | -6.1% | +1.8% | +0.2% |
| 30D | -19.0% | -5.2% | -13.8% | -15.7% |
| 3M | -13.1% | +17.0% | -30.1% | -22.6% |
| 6M | -13.3% | +12.9% | -26.2% | -20.0% |
| YTD | -25.2% | -13.5% | -11.7% | -18.1% |
| 1Y | -27.2% | -5.9% | -21.3% | -25.1% |
| All | +47.5% | +115.1% | -67.6% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling