+32.1%
CL vs OWL
-28.0%
+60.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +3.3% |
| 7D | +7.7% | +10.1% | -2.4% | +7.7% |
| 30D | +15.2% | +18.7% | -3.5% | +15.3% |
| 3M | +7.3% | -6.2% | +13.5% | +7.1% |
| 6M | +17.0% | +9.8% | +7.2% | +17.5% |
| YTD | +28.0% | -24.2% | +52.1% | +26.1% |
| 1Y | +32.1% | -26.6% | +58.7% | +30.3% |
| All | +32.1% | -28.0% | +60.2% | +30.3% |
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