-79.4%
CHTR vs OWL
+27.7%
-107.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.2% | -4.9% | -7.4% |
| 7D | -15.8% | -6.4% | -9.4% | -14.4% |
| 30D | -12.7% | -5.0% | -7.7% | -11.5% |
| 3M | -1.1% | +15.4% | -16.5% | -4.5% |
| 6M | -39.9% | +15.5% | -55.4% | -42.3% |
| YTD | -35.9% | -22.7% | -13.2% | -32.7% |
| 1Y | -49.2% | -34.1% | -15.1% | -44.9% |
| 3Y | -68.3% | +5.1% | -73.4% | -70.2% |
| 5Y | -83.0% | -11.5% | -71.5% | -84.3% |
| All | -79.4% | +27.7% | -107.1% | -81.5% |
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 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