+168.2%
CB vs OWL
+17.3%
+150.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.7% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | +7.4% | +7.3% | +0.1% | +6.7% |
| 3M | +8.6% | -16.8% | +25.4% | +9.9% |
| 6M | +16.1% | +4.0% | +12.1% | +15.3% |
| YTD | +20.2% | -29.0% | +49.2% | +23.1% |
| 1Y | +27.2% | -29.7% | +56.9% | +30.2% |
| 3Y | +72.7% | -13.5% | +86.2% | +69.5% |
| 5Y | +105.9% | -21.5% | +127.4% | +95.7% |
| All | +168.2% | +17.3% | +150.9% | +150.6% |
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