+34.6%
OWL vs CCEP
+158.5%
-123.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.3% |
| 7D | -6.4% | -3.7% | -2.7% | -5.1% |
| 30D | -5.0% | -2.1% | -2.9% | -4.3% |
| 3M | +15.4% | +7.2% | +8.2% | +12.1% |
| 6M | +15.5% | +3.3% | +12.2% | +13.4% |
| YTD | -22.7% | +15.7% | -38.4% | -27.9% |
| 1Y | -34.1% | +16.6% | -50.6% | -38.9% |
| 3Y | +5.1% | +84.3% | -79.2% | -23.9% |
| 5Y | -11.5% | +109.0% | -120.5% | -42.5% |
| All | +34.6% | +158.5% | -123.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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