+20.3%
CL vs OWL
+32.0%
-11.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.4% |
| 7D | -1.4% | -3.9% | +2.6% | -1.4% |
| 30D | -5.2% | -3.7% | -1.5% | -5.2% |
| 3M | +3.3% | +21.4% | -18.1% | +3.3% |
| 6M | -4.4% | +18.3% | -22.7% | -4.4% |
| YTD | +13.9% | -20.1% | +34.0% | +14.0% |
| 1Y | +7.6% | -32.8% | +40.4% | +7.9% |
| 3Y | +29.6% | +8.6% | +21.0% | +26.4% |
| 5Y | +28.1% | -4.5% | +32.5% | +23.4% |
| All | +20.3% | +32.0% | -11.7% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling