+180.5%
CEG vs OWL
+15.1%
+165.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.6% | +5.2% |
| 7D | +8.0% | -2.2% | +10.3% | +8.9% |
| 30D | +12.9% | +3.7% | +9.3% | +10.7% |
| 3M | +13.2% | +17.5% | -4.4% | +4.6% |
| 6M | -7.0% | +18.5% | -25.5% | -15.5% |
| YTD | -15.0% | -16.3% | +1.3% | -9.2% |
| 1Y | -2.7% | -29.7% | +27.0% | +12.4% |
| All | +180.5% | +15.1% | +165.4% | +196.5% |
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