+45.7%
OWL vs CCJ
+652.7%
-607.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -2.2% | +0.7% | -3.0% | -2.4% |
| 30D | +3.7% | +6.9% | -3.2% | +1.8% |
| 3M | +17.5% | -11.6% | +29.2% | +20.7% |
| 6M | +18.5% | -16.2% | +34.8% | +22.2% |
| YTD | -16.3% | +10.1% | -26.4% | -20.5% |
| 1Y | -29.7% | +32.3% | -62.0% | -37.5% |
| 3Y | +14.2% | +171.3% | -157.1% | -20.6% |
| 5Y | +2.5% | +372.4% | -369.9% | -39.8% |
| All | +45.7% | +652.7% | -607.0% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling