+28.0%
CL vs OWL
-29.4%
+57.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +2.6% | -1.2% | +3.7% | +2.6% |
| 30D | +11.8% | +7.6% | +4.2% | +11.8% |
| 3M | +5.9% | -10.7% | +16.6% | +5.6% |
| 6M | +13.3% | +0.9% | +12.5% | +13.7% |
| YTD | +27.1% | -27.3% | +54.4% | +24.4% |
| 1Y | +28.0% | -27.2% | +55.2% | +24.5% |
| All | +28.0% | -29.4% | +57.4% | +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 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