+22.1%
CB vs OWL
-32.2%
+54.2%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.6% |
| 7D | -0.6% | -3.9% | +3.3% | -0.7% |
| 30D | -3.9% | -3.7% | -0.2% | -4.0% |
| 3M | +4.9% | +21.4% | -16.5% | +5.7% |
| 6M | +3.3% | +18.3% | -15.1% | +4.0% |
| YTD | +8.5% | -20.1% | +28.6% | +10.0% |
| 1Y | +22.1% | -32.8% | +54.8% | +24.7% |
| All | +22.1% | -32.2% | +54.2% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling