+67.4%
CARR vs OWL
+22.7%
+44.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.2% |
| 7D | -4.1% | -11.9% | +7.8% | -0.7% |
| 30D | -11.0% | -13.7% | +2.7% | -7.4% |
| 3M | -16.4% | +12.3% | -28.6% | -19.5% |
| 6M | -2.4% | +15.0% | -17.4% | -7.7% |
| YTD | +8.4% | -25.7% | +34.2% | +15.9% |
| 1Y | -8.0% | -39.5% | +31.5% | +4.2% |
| 3Y | +0.6% | +0.9% | -0.3% | -4.7% |
| 5Y | +7.7% | -16.5% | +24.3% | -0.2% |
| All | +67.4% | +22.7% | +44.8% | +49.3% |
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