-20.0%
OWL vs CCEP
+139.0%
-158.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -1.2% | +5.4% | -6.5% | -3.3% |
| 30D | +7.6% | +12.8% | -5.2% | +2.5% |
| 3M | -10.7% | +10.9% | -21.5% | -14.4% |
| 6M | +0.9% | +25.6% | -24.8% | -8.7% |
| YTD | -27.3% | +31.0% | -58.3% | -36.2% |
| 1Y | -27.2% | +32.3% | -59.4% | -36.4% |
| 3Y | -11.4% | +110.5% | -122.0% | -43.3% |
| 5Y | -20.0% | +141.8% | -161.8% | -55.6% |
| All | -20.0% | +139.0% | -158.9% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling