-34.0%
CLF vs OWL
-13.7%
-20.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -19.6% | -4.9% | -14.6% | -17.7% |
| 30D | -5.0% | +7.8% | -12.8% | -8.5% |
| 3M | -6.3% | -12.7% | +6.4% | -1.7% |
| 6M | +2.8% | -2.8% | +5.6% | +2.0% |
| YTD | -13.7% | -30.1% | +16.4% | -0.4% |
| 1Y | +13.6% | -29.1% | +42.7% | +29.2% |
| 3Y | -34.0% | -12.3% | -21.7% | -34.4% |
| All | -34.0% | -13.7% | -20.3% | -34.4% |
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