+24.6%
CLF vs OWL
-29.4%
+54.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.3% |
| 7D | -9.1% | -1.2% | -7.9% | -8.6% |
| 30D | -0.9% | +7.6% | -8.5% | -2.8% |
| 3M | +3.0% | -10.7% | +13.6% | +6.0% |
| 6M | +16.7% | +0.9% | +15.8% | +14.3% |
| YTD | -3.2% | -27.3% | +24.1% | +1.9% |
| 1Y | +24.6% | -27.2% | +51.8% | +31.3% |
| All | +24.6% | -29.4% | +54.0% | +31.3% |
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 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