+1.5%
CARR vs OWL
+0.9%
+0.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | -3.8% | -10.1% | +6.4% | -1.0% |
| 30D | -8.9% | -11.9% | +3.0% | -6.0% |
| 3M | -17.3% | +10.7% | -28.0% | -19.9% |
| 6M | -1.4% | +22.1% | -23.5% | -8.2% |
| YTD | +10.0% | -24.8% | +34.8% | +18.5% |
| 1Y | -6.4% | -39.2% | +32.8% | +8.0% |
| 3Y | +1.5% | +1.7% | -0.2% | -7.8% |
| All | +1.5% | +0.9% | +0.6% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling