+65.9%
CI vs OWL
+20.1%
+45.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +2.6% |
| 7D | +2.6% | -1.2% | +3.8% | +2.7% |
| 30D | +7.3% | +7.6% | -0.3% | +6.8% |
| 3M | +9.5% | -10.7% | +20.2% | +10.0% |
| 6M | +6.4% | +0.9% | +5.6% | +6.0% |
| YTD | +12.0% | -27.3% | +39.3% | +14.0% |
| 1Y | +20.1% | -27.2% | +47.2% | +22.0% |
| 3Y | +9.6% | -11.4% | +21.0% | +6.9% |
| 5Y | +52.7% | -20.0% | +72.7% | +45.4% |
| All | +65.9% | +20.1% | +45.8% | +56.2% |
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 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