+29.3%
CIFR vs OWL
-6.9%
+36.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.2% | -5.5% | -5.7% |
| 7D | +11.3% | -6.4% | +17.7% | +18.4% |
| 30D | +3.5% | -5.0% | +8.5% | +6.5% |
| 3M | -26.6% | +15.4% | -42.0% | -38.4% |
| 6M | +18.1% | +15.5% | +2.6% | -3.6% |
| YTD | +14.5% | -22.7% | +37.2% | +39.5% |
| 1Y | +83.3% | -34.1% | +117.4% | +160.5% |
| 3Y | +461.5% | +5.1% | +456.4% | +480.7% |
| 5Y | +29.3% | -11.5% | +40.8% | +32.4% |
| All | +29.3% | -6.9% | +36.2% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling