-69.9%
CPNG vs OWL
+42.6%
-112.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -1.4% |
| 7D | -6.3% | -3.9% | -2.3% | -4.8% |
| 30D | -8.7% | -3.7% | -5.1% | -7.6% |
| 3M | -2.4% | +21.4% | -23.8% | -10.2% |
| 6M | -22.3% | +18.3% | -40.7% | -28.4% |
| YTD | -37.2% | -20.1% | -17.1% | -32.8% |
| 1Y | -53.0% | -32.8% | -20.2% | -46.7% |
| 3Y | -20.0% | +8.6% | -28.6% | -34.0% |
| 5Y | -52.8% | -4.5% | -48.3% | -61.8% |
| All | -69.9% | +42.6% | -112.5% | -74.3% |
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