+43.2%
CCL vs OWL
+17.3%
+25.9%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | 0.0% | -2.0% |
| 7D | -0.3% | +0.8% | -1.2% | -0.8% |
| 30D | +10.3% | +7.3% | +3.0% | +6.0% |
| 3M | +6.6% | -16.8% | +23.4% | +17.0% |
| 6M | +20.0% | +4.0% | +16.0% | +15.6% |
| YTD | -1.9% | -29.0% | +27.1% | +14.3% |
| 1Y | +10.4% | -29.7% | +40.1% | +28.5% |
| 3Y | +134.8% | -13.5% | +148.3% | +135.3% |
| 5Y | +34.0% | -21.5% | +55.5% | +25.3% |
| All | +43.2% | +17.3% | +25.9% | +20.8% |
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 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