+65.9%
CI vs OWL
+22.8%
+43.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.5% |
| 7D | +2.6% | +1.1% | +1.5% | +2.5% |
| 30D | +7.3% | +10.0% | -2.7% | +6.6% |
| 3M | +9.5% | -8.7% | +18.1% | +9.9% |
| 6M | +6.4% | +3.1% | +3.3% | +5.8% |
| YTD | +12.0% | -25.6% | +37.7% | +13.8% |
| 1Y | +20.1% | -25.5% | +45.6% | +21.9% |
| 3Y | +9.6% | -9.4% | +19.0% | +6.7% |
| 5Y | +52.7% | -18.2% | +70.9% | +45.2% |
| All | +65.9% | +22.8% | +43.1% | +56.0% |
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