+413.7%
CAH vs OWL
+32.0%
+381.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -2.4% |
| 7D | +0.5% | -3.9% | +4.4% | +0.7% |
| 30D | +1.7% | -3.7% | +5.4% | +1.9% |
| 3M | +17.9% | +21.4% | -3.5% | +16.3% |
| 6M | +10.9% | +18.3% | -7.4% | +9.5% |
| YTD | +17.9% | -20.1% | +38.0% | +19.5% |
| 1Y | +61.7% | -32.8% | +94.5% | +66.0% |
| 3Y | +183.7% | +8.6% | +175.2% | +171.5% |
| 5Y | +401.3% | -4.5% | +405.8% | +372.7% |
| All | +413.7% | +32.0% | +381.8% | +374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling