+183.3%
CAT vs OWL
-27.6%
+210.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -10.3% | -4.9% | -5.4% | -9.0% |
| 30D | -31.2% | +7.8% | -39.0% | -33.2% |
| 3M | -34.7% | -12.7% | -22.0% | -32.6% |
| 6M | -39.5% | -2.8% | -36.7% | -40.1% |
| YTD | -1.7% | -30.1% | +28.4% | +7.5% |
| 1Y | -1.1% | -29.1% | +28.0% | +7.2% |
| 3Y | +143.9% | -12.3% | +156.1% | +141.9% |
| All | +183.3% | -27.6% | +210.9% | +186.8% |
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