-0.8%
CCL vs COF
+44.8%
-45.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +0.7% |
| 7D | -3.2% | -5.1% | +1.9% | +1.3% |
| 30D | -17.8% | -6.0% | -11.8% | -13.3% |
| 3M | -18.7% | +14.8% | -33.5% | -28.0% |
| 6M | -11.4% | +15.3% | -26.7% | -21.0% |
| YTD | -24.3% | -13.0% | -11.3% | -15.5% |
| 1Y | -28.8% | -5.7% | -23.1% | -26.3% |
| 3Y | +49.3% | +118.1% | -68.8% | -31.4% |
| All | -0.8% | +44.8% | -45.7% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling