-23.3%
CCI vs OWL
+17.3%
-40.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.5% | +1.5% | +1.0% | +2.3% |
| 30D | +14.4% | +13.4% | +1.0% | +12.5% |
| 3M | +21.7% | -21.2% | +42.9% | +24.7% |
| 6M | +4.0% | +4.0% | 0.0% | +3.1% |
| YTD | +6.2% | -29.0% | +35.2% | +9.6% |
| 1Y | +5.4% | -28.4% | +33.8% | +8.5% |
| 3Y | +11.7% | -14.5% | +26.3% | +5.5% |
| 5Y | -35.6% | -21.5% | -14.2% | -42.0% |
| All | -23.3% | +17.3% | -40.6% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling