+34.1%
CL vs OWL
+22.6%
+11.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.8% | -2.1% | +1.4% | -0.8% |
| 30D | +9.5% | +11.6% | -2.0% | +9.5% |
| 3M | +6.8% | -13.8% | +20.6% | +6.8% |
| 6M | +14.3% | +7.8% | +6.4% | +14.3% |
| YTD | +27.0% | -25.8% | +52.8% | +27.1% |
| 1Y | +26.3% | -26.5% | +52.8% | +26.3% |
| 3Y | +39.3% | -9.6% | +48.9% | +36.5% |
| 5Y | +41.5% | -20.8% | +62.3% | +36.8% |
| All | +34.1% | +22.6% | +11.5% | +24.6% |
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