-6.6%
CI vs OWL
-32.5%
+25.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.6% |
| 7D | -2.0% | -3.9% | +1.9% | -1.8% |
| 30D | -1.8% | -3.7% | +1.8% | -1.7% |
| 3M | -4.2% | +21.4% | -25.6% | -5.5% |
| 6M | +2.7% | +18.3% | -15.6% | +1.7% |
| YTD | +1.9% | -20.1% | +22.0% | +7.8% |
| All | -6.6% | -32.5% | +25.9% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling