+142.2%
CB vs OWL
+32.0%
+110.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.1% |
| 7D | -0.6% | -3.9% | +3.3% | -0.3% |
| 30D | -3.9% | -3.7% | -0.2% | -3.7% |
| 3M | +4.9% | +21.4% | -16.5% | +3.1% |
| 6M | +3.3% | +18.3% | -15.1% | +1.4% |
| YTD | +8.5% | -20.1% | +28.6% | +10.3% |
| 1Y | +22.1% | -32.8% | +54.8% | +25.9% |
| 3Y | +70.1% | +8.6% | +61.6% | +63.5% |
| 5Y | +97.4% | -4.5% | +101.8% | +86.2% |
| All | +142.2% | +32.0% | +110.2% | +124.5% |
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