+32.1%
CL vs OWL
+15.5%
+16.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | +1.3% | -4.9% | +6.3% | +1.4% |
| 30D | +11.4% | +7.8% | +3.6% | +11.3% |
| 3M | +4.4% | -12.7% | +17.1% | +4.5% |
| 6M | +10.8% | -2.8% | +13.6% | +10.8% |
| YTD | +25.1% | -30.1% | +55.2% | +25.3% |
| 1Y | +28.0% | -29.1% | +57.0% | +28.1% |
| 3Y | +37.6% | -12.3% | +49.9% | +34.8% |
| 5Y | +39.7% | -27.5% | +67.2% | +35.2% |
| All | +32.1% | +15.5% | +16.6% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling