+9.1%
CCL vs OWL
+22.7%
-13.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +2.9% | +1.1% |
| 7D | -4.3% | -11.9% | +7.6% | +2.4% |
| 30D | -19.0% | -13.7% | -5.3% | -12.6% |
| 3M | -13.1% | +12.3% | -25.3% | -19.3% |
| 6M | -13.3% | +15.0% | -28.3% | -21.7% |
| YTD | -25.2% | -25.7% | +0.5% | -14.8% |
| 1Y | -27.2% | -39.5% | +12.3% | -7.8% |
| 3Y | +49.2% | +0.9% | +48.3% | +36.8% |
| 5Y | +0.4% | -16.5% | +16.9% | -8.4% |
| All | +9.1% | +22.7% | -13.6% | -10.0% |
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