+20.8%
CL vs OWL
+38.2%
-17.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -2.2% | -2.2% | +0.1% | -2.2% |
| 30D | -4.8% | +3.7% | -8.5% | -4.8% |
| 3M | +4.9% | +17.5% | -12.6% | +4.9% |
| 6M | -5.7% | +18.5% | -24.3% | -5.7% |
| YTD | +14.4% | -16.3% | +30.7% | +14.5% |
| 1Y | +8.7% | -29.7% | +38.5% | +9.0% |
| 3Y | +30.0% | +14.2% | +15.8% | +26.7% |
| 5Y | +28.4% | +2.5% | +25.9% | +23.6% |
| All | +20.8% | +38.2% | -17.4% | +12.3% |
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