+11.2%
CNC vs OWL
+24.2%
-13.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.5% |
| 7D | -0.9% | -10.1% | +9.2% | -0.5% |
| 30D | -1.0% | -11.9% | +11.0% | -0.5% |
| 3M | +4.5% | +10.7% | -6.2% | +4.1% |
| 6M | +85.2% | +22.1% | +63.1% | +83.4% |
| YTD | +61.4% | -24.8% | +86.2% | +63.3% |
| 1Y | +94.9% | -39.2% | +134.1% | +98.6% |
| 3Y | 0.0% | +1.7% | -1.7% | -4.2% |
| 5Y | +11.2% | -15.5% | +26.7% | +3.7% |
| All | +11.2% | +24.2% | -13.0% | +4.4% |
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