+18.5%
CLF vs OWL
-30.3%
+48.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.7% |
| 7D | +16.0% | +0.8% | +15.2% | +15.7% |
| 30D | +1.6% | +7.3% | -5.7% | -0.3% |
| 3M | +6.7% | -16.8% | +23.5% | +12.4% |
| 6M | +21.1% | +4.0% | +17.1% | +18.1% |
| YTD | -1.6% | -29.0% | +27.4% | +4.2% |
| 1Y | +18.5% | -29.7% | +48.2% | +27.3% |
| All | +18.5% | -30.3% | +48.8% | +27.3% |
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