-50.3%
CCI vs OWL
-6.9%
-43.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.6% |
| 7D | -0.3% | -6.4% | +6.1% | +0.6% |
| 30D | +2.1% | -5.0% | +7.1% | +2.7% |
| 3M | -17.8% | +15.4% | -33.3% | -19.6% |
| 6M | -14.2% | +15.5% | -29.7% | -16.3% |
| YTD | -13.3% | -22.7% | +9.3% | -10.9% |
| 1Y | -16.6% | -34.1% | +17.4% | -12.6% |
| 3Y | -10.8% | +5.1% | -15.9% | -21.7% |
| 5Y | -50.3% | -11.5% | -38.9% | -56.5% |
| All | -50.3% | -6.9% | -43.5% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling