+406.8%
CAT vs OWL
+27.7%
+379.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | 0.0% |
| 7D | +2.9% | -6.4% | +9.3% | +4.7% |
| 30D | -2.6% | -5.0% | +2.4% | -1.6% |
| 3M | -10.7% | +15.4% | -26.1% | -14.7% |
| 6M | +16.1% | +15.5% | +0.7% | +9.8% |
| YTD | +43.2% | -22.7% | +65.9% | +51.2% |
| 1Y | +96.8% | -34.1% | +130.9% | +116.0% |
| 3Y | +201.4% | +5.1% | +196.3% | +191.8% |
| 5Y | +332.7% | -11.5% | +344.1% | +313.4% |
| All | +406.8% | +27.7% | +379.1% | +375.2% |
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