+54.1%
CCL vs OWL
+9.9%
+44.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +0.9% |
| 7D | -0.1% | -3.9% | +3.8% | +1.8% |
| 30D | -20.0% | -3.7% | -16.3% | -18.8% |
| 3M | -13.7% | +21.4% | -35.0% | -22.3% |
| 6M | -9.0% | +18.3% | -27.4% | -18.1% |
| YTD | -22.8% | -20.1% | -2.7% | -15.1% |
| 1Y | -25.3% | -32.8% | +7.5% | -10.5% |
| 3Y | +54.1% | +8.6% | +45.5% | +52.3% |
| All | +54.1% | +9.9% | +44.1% | +52.3% |
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