+33.9%
CCL vs OWL
-21.6%
+55.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | +1.5% | -2.7% | -2.1% |
| 30D | +13.1% | +13.4% | -0.3% | +4.2% |
| 3M | +3.4% | -21.2% | +24.6% | +19.4% |
| 6M | +18.7% | +4.0% | +14.7% | +13.2% |
| YTD | -2.3% | -29.0% | +26.7% | +17.0% |
| 1Y | +14.2% | -28.4% | +42.6% | +34.6% |
| 3Y | +133.6% | -14.5% | +148.1% | +120.7% |
| All | +33.9% | -21.6% | +55.5% | +30.0% |
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 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