+23.6%
OWL vs CCEP
+195.2%
-171.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | +1.5% | +2.1% | -0.6% | +0.8% |
| 30D | +13.4% | +10.6% | +2.9% | +9.4% |
| 3M | -21.2% | +10.3% | -31.6% | -24.1% |
| 6M | +4.0% | +31.1% | -27.1% | -6.4% |
| YTD | -29.0% | +32.1% | -61.1% | -36.9% |
| 1Y | -28.4% | +32.8% | -61.2% | -36.6% |
| 3Y | -14.5% | +111.3% | -125.9% | -41.0% |
| 5Y | -21.5% | +147.5% | -169.0% | -51.9% |
| All | +23.6% | +195.2% | -171.6% | -30.6% |
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