-11.5%
OWL vs CCJ
+347.8%
-359.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | -6.4% | +4.2% | -10.6% | -7.5% |
| 30D | -5.0% | +3.2% | -8.2% | -6.0% |
| 3M | +15.4% | -1.8% | +17.2% | +15.5% |
| 6M | +15.5% | -13.5% | +29.0% | +18.3% |
| YTD | -22.7% | +9.7% | -32.4% | -27.0% |
| 1Y | -34.1% | +30.0% | -64.1% | -42.1% |
| 3Y | +5.1% | +172.6% | -167.5% | -31.6% |
| 5Y | -11.5% | +342.9% | -354.4% | -53.5% |
| All | -11.5% | +347.8% | -359.3% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling