-46.8%
CPNG vs OWL
-29.1%
-17.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | -7.4% | -2.2% | -5.2% | -7.0% |
| 30D | -4.4% | +3.7% | -8.1% | -5.5% |
| 3M | -7.5% | +17.5% | -25.0% | -11.6% |
| 6M | -19.9% | +18.5% | -38.5% | -24.0% |
| YTD | -35.2% | -16.3% | -18.9% | -36.2% |
| 1Y | -46.8% | -29.7% | -17.1% | -46.7% |
| All | -46.8% | -29.1% | -17.6% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling