-13.7%
CLF vs OWL
+9.9%
-23.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | +0.4% |
| 7D | +6.5% | -3.9% | +10.4% | +8.3% |
| 30D | +0.2% | -3.7% | +3.9% | +1.3% |
| 3M | -3.1% | +21.4% | -24.5% | -12.2% |
| 6M | +25.0% | +18.3% | +6.7% | +13.3% |
| YTD | -7.5% | -20.1% | +12.6% | +0.9% |
| 1Y | +11.5% | -32.8% | +44.3% | +31.6% |
| 3Y | -13.7% | +8.6% | -22.3% | -11.3% |
| All | -13.7% | +9.9% | -23.6% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling