+69.0%
CIFR vs OWL
-38.6%
+107.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +4.8% |
| 7D | -5.0% | -10.1% | +5.1% | +2.2% |
| 30D | -5.7% | -11.9% | +6.2% | +1.7% |
| 3M | -25.5% | +10.7% | -36.3% | -33.4% |
| 6M | +19.4% | +22.1% | -2.7% | -2.5% |
| YTD | +14.2% | -24.8% | +39.0% | +48.9% |
| 1Y | +69.0% | -39.2% | +108.2% | +135.5% |
| All | +69.0% | -38.6% | +107.6% | +135.5% |
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 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