+14.1%
CCL vs OWL
+38.2%
-24.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -5.0% | -2.2% | -2.8% | -4.0% |
| 30D | -20.3% | +3.7% | -24.0% | -22.2% |
| 3M | -15.1% | +17.5% | -32.7% | -23.0% |
| 6M | -15.1% | +18.5% | -33.7% | -24.4% |
| YTD | -21.8% | -16.3% | -5.5% | -16.3% |
| 1Y | -24.8% | -29.7% | +4.9% | -12.3% |
| 3Y | +51.9% | +14.2% | +37.7% | +30.3% |
| 5Y | +4.0% | +2.5% | +1.6% | -11.6% |
| All | +14.1% | +38.2% | -24.1% | -11.6% |
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