+639.7%
CEG vs OWL
+8.3%
+631.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.6% |
| 7D | +6.7% | -3.9% | +10.6% | +8.1% |
| 30D | +11.0% | -3.7% | +14.6% | +12.0% |
| 3M | +19.5% | +21.4% | -1.9% | +10.3% |
| 6M | -5.9% | +18.3% | -24.2% | -13.3% |
| YTD | -15.0% | -20.1% | +5.1% | -9.6% |
| 1Y | +0.6% | -32.8% | +33.4% | +13.5% |
| 3Y | +180.6% | +8.6% | +172.1% | +179.5% |
| All | +639.7% | +8.3% | +631.4% | +626.4% |
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