+273.0%
CAT vs OWL
+22.0%
+251.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.6% | +1.6% | +5.7% |
| 7D | -2.4% | -2.4% | 0.0% | -1.8% |
| 30D | -25.0% | +9.3% | -34.3% | -27.1% |
| 3M | -28.7% | -11.0% | -17.8% | -27.1% |
| 6M | -33.0% | +2.4% | -35.4% | -34.4% |
| YTD | +5.4% | -26.2% | +31.6% | +12.1% |
| 1Y | +7.3% | -27.4% | +34.7% | +14.4% |
| 3Y | +166.0% | -8.7% | +174.7% | +165.7% |
| 5Y | +210.1% | -19.3% | +229.4% | +198.7% |
| All | +273.0% | +22.0% | +251.1% | +252.4% |
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