+18.8%
CLF vs OWL
-29.1%
+48.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +7.6% | -2.2% | +9.8% | +8.3% |
| 30D | -1.2% | +3.7% | -4.9% | -2.9% |
| 3M | -13.4% | +17.5% | -30.9% | -19.1% |
| 6M | +15.4% | +18.5% | -3.1% | +7.9% |
| YTD | -5.9% | -16.3% | +10.5% | 0.0% |
| 1Y | +18.8% | -29.7% | +48.5% | +31.1% |
| All | +18.8% | -29.1% | +48.0% | +31.1% |
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