+579.5%
CEG vs OWL
+0.5%
+579.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +11.8% | -2.1% | +14.0% | +12.7% |
| 30D | -6.5% | +11.6% | -18.1% | -10.6% |
| 3M | -1.2% | -13.8% | +12.6% | +3.3% |
| 6M | -8.0% | +7.8% | -15.9% | -12.1% |
| YTD | -21.9% | -25.8% | +3.9% | -15.2% |
| 1Y | -21.4% | -26.5% | +5.0% | -14.6% |
| 3Y | +130.0% | -9.6% | +139.6% | +141.4% |
| All | +579.5% | +0.5% | +579.0% | +581.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling