+20.2%
CLF vs OWL
-28.0%
+48.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.1% | -12.3% | -9.9% |
| 7D | -7.9% | +10.1% | -18.0% | -10.2% |
| 30D | +5.2% | +18.7% | -13.5% | +0.1% |
| 3M | +4.3% | -6.2% | +10.5% | +5.8% |
| 6M | +25.3% | +9.8% | +15.5% | +19.9% |
| YTD | -3.3% | -24.2% | +20.9% | +2.2% |
| 1Y | +20.2% | -26.6% | +46.8% | +26.8% |
| All | +20.2% | -28.0% | +48.3% | +26.8% |
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 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