+277.0%
CAT vs OWL
+17.3%
+259.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.7% |
| 7D | +9.3% | +0.8% | +8.5% | +9.1% |
| 30D | -21.5% | +7.3% | -28.8% | -23.4% |
| 3M | -29.1% | -16.8% | -12.3% | -26.1% |
| 6M | -33.4% | +4.0% | -37.4% | -35.1% |
| YTD | +6.6% | -29.0% | +35.6% | +14.4% |
| 1Y | +6.5% | -29.7% | +36.2% | +14.5% |
| 3Y | +162.7% | -13.5% | +176.2% | +165.9% |
| 5Y | +214.2% | -21.5% | +235.7% | +205.4% |
| All | +277.0% | +17.3% | +259.8% | +259.7% |
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