+563.4%
CIFR vs OWL
+7.2%
+556.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.9% | +8.8% |
| 7D | +26.7% | -3.9% | +30.6% | +31.5% |
| 30D | +7.7% | -3.7% | +11.4% | +9.3% |
| 3M | -23.8% | +21.4% | -45.2% | -40.4% |
| 6M | +35.9% | +18.3% | +17.6% | +5.9% |
| YTD | +25.4% | -20.1% | +45.5% | +52.9% |
| 1Y | +139.8% | -32.8% | +172.5% | +252.0% |
| All | +563.4% | +7.2% | +556.2% | +662.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling