-37.1%
CCI vs OWL
+24.2%
-61.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.2% |
| 7D | -0.3% | -10.1% | +9.9% | +0.9% |
| 30D | +2.2% | -11.9% | +14.2% | +3.6% |
| 3M | -16.9% | +10.7% | -27.6% | -18.0% |
| 6M | -11.5% | +22.1% | -33.7% | -14.1% |
| YTD | -12.8% | -24.8% | +12.0% | -10.5% |
| 1Y | -17.1% | -39.2% | +22.1% | -12.9% |
| 3Y | -9.6% | +1.7% | -11.4% | -17.1% |
| 5Y | -48.9% | -15.5% | -33.4% | -54.2% |
| All | -37.1% | +24.2% | -61.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling