+18.7%
CCL vs COF
+6.9%
+11.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -1.1% |
| 7D | -1.2% | -3.4% | +2.2% | +1.8% |
| 30D | +13.1% | +0.4% | +12.8% | +12.4% |
| 3M | +3.4% | -12.5% | +15.9% | +17.0% |
| 6M | +18.7% | +8.3% | +10.4% | +4.9% |
| All | +18.7% | +6.9% | +11.8% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling