-10.2%
CCI vs OWL
+3.8%
-13.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -1.0% |
| 7D | -0.3% | -6.4% | +6.1% | -0.1% |
| 30D | +2.1% | -5.0% | +7.1% | +2.2% |
| 3M | -17.8% | +15.4% | -33.3% | -18.0% |
| 6M | -14.2% | +15.5% | -29.7% | -14.4% |
| YTD | -13.3% | -22.7% | +9.3% | -13.3% |
| 1Y | -16.6% | -34.1% | +17.4% | -16.7% |
| All | -10.2% | +3.8% | -13.9% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling