+154.5%
CDE vs OWL
+27.7%
+126.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +2.9% |
| 7D | -2.0% | -6.4% | +4.4% | +0.5% |
| 30D | +15.7% | -5.0% | +20.7% | +17.5% |
| 3M | +30.5% | +15.4% | +15.1% | +23.3% |
| 6M | -7.4% | +15.5% | -22.9% | -13.6% |
| YTD | +17.9% | -22.7% | +40.6% | +27.6% |
| 1Y | +46.7% | -34.1% | +80.8% | +66.9% |
| 3Y | +851.3% | +5.1% | +846.2% | +791.4% |
| 5Y | +202.9% | -11.5% | +214.4% | +178.3% |
| All | +154.5% | +27.7% | +126.8% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling