+34.0%
CL vs OWL
+22.0%
+12.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.2% | +1.4% |
| 7D | +0.5% | -2.4% | +2.9% | +0.5% |
| 30D | +11.6% | +9.3% | +2.3% | +11.5% |
| 3M | +5.6% | -11.0% | +16.6% | +5.6% |
| 6M | +13.2% | +2.4% | +10.7% | +13.2% |
| YTD | +26.9% | -26.2% | +53.1% | +27.0% |
| 1Y | +27.3% | -27.4% | +54.8% | +27.4% |
| 3Y | +39.7% | -8.7% | +48.4% | +36.9% |
| 5Y | +41.3% | -19.3% | +60.6% | +36.5% |
| All | +34.0% | +22.0% | +12.0% | +24.5% |
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 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