+166.3%
CB vs OWL
+22.8%
+143.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | +8.2% | +10.0% | -1.8% | +7.3% |
| 3M | +6.3% | -8.7% | +14.9% | +6.8% |
| 6M | +16.2% | +3.1% | +13.0% | +15.4% |
| YTD | +19.3% | -25.6% | +45.0% | +21.8% |
| 1Y | +29.2% | -25.5% | +54.7% | +31.7% |
| 3Y | +71.4% | -9.4% | +80.9% | +67.7% |
| 5Y | +104.2% | -18.2% | +122.4% | +93.5% |
| All | +166.3% | +22.8% | +143.5% | +148.0% |
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 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