-14.5%
OWL vs CCJ
+67.4%
-81.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | +13.4% | -13.2% | +26.6% | +17.1% |
| 3M | -21.2% | -27.6% | +6.4% | -15.2% |
| 6M | +4.0% | -38.7% | +42.7% | +15.8% |
| YTD | -29.0% | -22.7% | -6.3% | -26.7% |
| 1Y | -28.4% | -17.6% | -10.8% | -27.4% |
| 3Y | -14.5% | +62.7% | -77.2% | -31.2% |
| All | -14.5% | +67.4% | -81.9% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling