+69.9%
CARR vs OWL
+24.2%
+45.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | -3.8% | -10.1% | +6.4% | -0.9% |
| 30D | -8.9% | -11.9% | +3.0% | -5.8% |
| 3M | -17.3% | +10.7% | -28.0% | -20.1% |
| 6M | -1.4% | +22.1% | -23.5% | -8.4% |
| YTD | +10.0% | -24.8% | +34.8% | +17.2% |
| 1Y | -6.4% | -39.2% | +32.8% | +5.9% |
| 3Y | +1.5% | +1.7% | -0.2% | -3.9% |
| 5Y | +9.3% | -15.5% | +24.8% | +0.9% |
| All | +69.9% | +24.2% | +45.6% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling