+45.7%
OWL vs CCEP
+163.3%
-117.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.4% |
| 7D | -2.2% | -3.1% | +0.8% | -1.2% |
| 30D | +3.7% | -2.6% | +6.3% | +4.6% |
| 3M | +17.5% | +14.9% | +2.6% | +11.2% |
| 6M | +18.5% | +2.3% | +16.3% | +17.0% |
| YTD | -16.3% | +17.8% | -34.2% | -22.5% |
| 1Y | -29.7% | +24.2% | -53.9% | -36.7% |
| 3Y | +14.2% | +84.7% | -70.6% | -17.2% |
| 5Y | +2.5% | +103.2% | -100.7% | -33.2% |
| All | +45.7% | +163.3% | -117.7% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling