+29.3%
OWL vs CCJ
+627.9%
-598.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.2% |
| 7D | -11.9% | -3.2% | -8.7% | -11.2% |
| 30D | -13.7% | -1.3% | -12.4% | -13.5% |
| 3M | +12.3% | +2.5% | +9.7% | +11.2% |
| 6M | +15.0% | -18.9% | +33.9% | +19.7% |
| YTD | -25.7% | +6.5% | -32.2% | -28.8% |
| 1Y | -39.5% | +22.8% | -62.3% | -45.1% |
| 3Y | +0.9% | +164.5% | -163.6% | -29.4% |
| 5Y | -16.5% | +303.7% | -320.3% | -49.8% |
| All | +29.3% | +627.9% | -598.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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