+71.8%
CB vs OWL
-13.7%
+85.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | +0.2% | -4.9% | +5.2% | +0.4% |
| 30D | +9.1% | +7.8% | +1.3% | +8.8% |
| 3M | +3.4% | -12.7% | +16.1% | +3.8% |
| 6M | +14.1% | -2.8% | +16.9% | +14.1% |
| YTD | +18.0% | -30.1% | +48.1% | +20.3% |
| 1Y | +30.1% | -29.1% | +59.2% | +32.4% |
| 3Y | +71.8% | -12.3% | +84.1% | +81.7% |
| All | +71.8% | -13.7% | +85.4% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling