+33.9%
CCL vs COF
+35.3%
-1.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -1.0% |
| 7D | -1.2% | -3.4% | +2.2% | +1.7% |
| 30D | +13.1% | +0.4% | +12.8% | +12.6% |
| 3M | +3.4% | -12.5% | +15.9% | +15.9% |
| 6M | +18.7% | +8.3% | +10.4% | +10.5% |
| YTD | -2.3% | -18.6% | +16.3% | +15.4% |
| 1Y | +14.2% | -8.6% | +22.8% | +21.8% |
| 3Y | +133.6% | +94.7% | +38.9% | +17.4% |
| All | +33.9% | +35.3% | -1.5% | +1.8% |
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