+398.3%
CAH vs OWL
-15.5%
+413.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.4% |
| 7D | -5.1% | -11.9% | +6.8% | -4.4% |
| 30D | -1.8% | -13.7% | +12.0% | -1.0% |
| 3M | +9.4% | +12.3% | -2.9% | +8.5% |
| 6M | +9.2% | +15.0% | -5.8% | +8.1% |
| YTD | +15.7% | -25.7% | +41.4% | +17.9% |
| 1Y | +59.7% | -39.5% | +99.2% | +65.4% |
| 3Y | +178.5% | +0.9% | +177.6% | +165.6% |
| 5Y | +398.3% | -16.5% | +414.8% | +361.8% |
| All | +398.3% | -15.5% | +413.8% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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