-4.6%
CARR vs OWL
-29.1%
+24.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.1% |
| 7D | +1.6% | -2.2% | +3.8% | +1.8% |
| 30D | -8.7% | +3.7% | -12.4% | -9.1% |
| 3M | -12.6% | +17.5% | -30.1% | -14.0% |
| 6M | -1.5% | +18.5% | -20.1% | -3.5% |
| YTD | +14.3% | -16.3% | +30.6% | +18.1% |
| 1Y | -4.6% | -29.7% | +25.1% | -1.2% |
| All | -4.6% | -29.1% | +24.6% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling