For tracking all types of cookies the answer is no. You may look at Bullguard for this purpose however, the features of COMODO are listed below.
Spyware scanning
Exclusive access to comodo’s safe list
Numerous security wizards
Application control
Uncluttered user interface
Filtering of suspicious sites
among others.
I also came across another informative post here Efficient way on choosing the best Anti-Spyware Software - Techyv.com.
You may want to know more about comodo in relation to other programs.