+626.9%
CEG vs OWL
+4.8%
+622.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.6% |
| 7D | +1.3% | -6.4% | +7.7% | +3.6% |
| 30D | +8.8% | -5.0% | +13.8% | +10.4% |
| 3M | +17.0% | +15.4% | +1.6% | +10.0% |
| 6M | -8.7% | +15.5% | -24.2% | -15.3% |
| YTD | -16.4% | -22.7% | +6.2% | -10.1% |
| 1Y | -1.8% | -34.1% | +32.3% | +11.5% |
| 3Y | +175.8% | +5.1% | +170.7% | +177.9% |
| All | +626.9% | +4.8% | +622.2% | +622.2% |
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