+333.5%
CAT vs OWL
-3.7%
+337.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.6% | +2.5% |
| 7D | +5.6% | -3.9% | +9.5% | +6.8% |
| 30D | -2.3% | -3.7% | +1.3% | -1.6% |
| 3M | -10.0% | +21.4% | -31.4% | -16.1% |
| 6M | +21.2% | +18.3% | +2.9% | +12.6% |
| YTD | +44.4% | -20.1% | +64.6% | +52.5% |
| 1Y | +96.3% | -32.8% | +129.1% | +118.3% |
| 3Y | +203.9% | +8.6% | +195.4% | +182.9% |
| 5Y | +333.5% | -4.5% | +337.9% | +302.0% |
| All | +333.5% | -3.7% | +337.2% | +302.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling