+7.2%
CNC vs OWL
+27.7%
-20.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.7% |
| 7D | -4.9% | -6.4% | +1.5% | -4.6% |
| 30D | -3.8% | -5.0% | +1.2% | -3.6% |
| 3M | -3.2% | +15.4% | -18.7% | -3.8% |
| 6M | +47.9% | +15.5% | +32.4% | +46.9% |
| YTD | +55.7% | -22.7% | +78.3% | +57.3% |
| 1Y | +106.2% | -34.1% | +140.3% | +109.5% |
| 3Y | -2.1% | +5.1% | -7.1% | -6.3% |
| 5Y | +3.4% | -11.5% | +14.9% | -3.6% |
| All | +7.2% | +27.7% | -20.5% | +0.6% |
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