+171.1%
CB vs OWL
+17.3%
+153.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +1.5% | +1.4% | +2.8% |
| 30D | +7.3% | +13.4% | -6.1% | +6.2% |
| 3M | +9.4% | -21.2% | +30.6% | +11.2% |
| 6M | +19.6% | +4.0% | +15.6% | +18.7% |
| YTD | +21.5% | -29.0% | +50.5% | +24.4% |
| 1Y | +28.0% | -28.4% | +56.4% | +30.8% |
| 3Y | +74.9% | -14.5% | +89.4% | +71.9% |
| 5Y | +108.1% | -21.5% | +129.6% | +97.8% |
| All | +171.1% | +17.3% | +153.8% | +153.3% |
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