+5.6%
CNC vs OWL
-15.1%
+20.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.5% |
| 7D | -0.9% | -10.1% | +9.2% | -0.4% |
| 30D | -1.0% | -11.9% | +11.0% | -0.4% |
| 3M | +4.5% | +10.7% | -6.2% | +3.9% |
| 6M | +85.2% | +22.1% | +63.1% | +82.8% |
| YTD | +61.4% | -24.8% | +86.2% | +63.8% |
| 1Y | +94.9% | -39.2% | +134.1% | +99.8% |
| 3Y | 0.0% | +1.7% | -1.7% | -6.5% |
| All | +5.6% | -15.1% | +20.7% | -4.9% |
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