+376.0%
CCL vs COF
+5,197.0%
-4,821.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | -1.2% | -3.4% | +2.2% | +0.4% |
| 30D | +13.1% | +0.4% | +12.8% | +12.9% |
| 3M | +3.4% | -12.5% | +15.9% | +9.9% |
| 6M | +18.7% | +8.3% | +10.4% | +14.8% |
| YTD | -2.3% | -18.6% | +16.3% | +7.7% |
| 1Y | +14.2% | -8.6% | +22.8% | +19.5% |
| 3Y | +133.6% | +94.7% | +38.9% | +74.0% |
| 5Y | +33.5% | +35.3% | -1.8% | +20.2% |
| 10Y | -32.8% | +185.1% | -217.9% | -51.5% |
| All | +376.0% | +5,197.0% | -4,821.0% | +16.4% |
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