+275.9%
CCL vs COF
+5,709.6%
-5,433.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.2% | -0.1% |
| 7D | -0.1% | +1.2% | -1.4% | -0.7% |
| 30D | -20.0% | -1.4% | -18.6% | -19.5% |
| 3M | -13.7% | +19.0% | -32.7% | -20.1% |
| 6M | -9.0% | +14.9% | -23.9% | -13.9% |
| YTD | -22.8% | -10.7% | -12.1% | -18.4% |
| 1Y | -25.3% | -1.3% | -24.0% | -24.7% |
| 3Y | +54.1% | +124.3% | -70.2% | +7.4% |
| 5Y | +3.5% | +51.1% | -47.7% | -11.5% |
| 10Y | -41.0% | +252.4% | -293.4% | -60.9% |
| All | +275.9% | +5,709.6% | -5,433.7% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling