+52.2%
CI vs OWL
+27.7%
+24.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.0% |
| 7D | -1.1% | -6.4% | +5.3% | -0.7% |
| 30D | +0.5% | -5.0% | +5.5% | +0.7% |
| 3M | -5.2% | +15.4% | -20.6% | -6.2% |
| 6M | +4.3% | +15.5% | -11.2% | +3.0% |
| YTD | +2.8% | -22.7% | +25.4% | +4.3% |
| 1Y | -5.8% | -34.1% | +28.3% | -3.5% |
| 3Y | +4.7% | +5.1% | -0.3% | +0.7% |
| 5Y | +42.7% | -11.5% | +54.1% | +35.6% |
| All | +52.2% | +27.7% | +24.5% | +43.0% |
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