+2,936.5%
CLS vs OWL
+22.6%
+2,913.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.8% | -2.1% | +4.9% | +4.1% |
| 30D | -30.1% | +11.6% | -41.7% | -33.7% |
| 3M | -21.7% | -13.8% | -7.9% | -17.3% |
| 6M | -36.2% | +7.8% | -44.1% | -39.4% |
| YTD | -17.8% | -25.8% | +8.0% | -9.6% |
| 1Y | -26.8% | -26.5% | -0.3% | -19.1% |
| 3Y | +853.4% | -9.6% | +863.0% | +930.1% |
| 5Y | +2,005.0% | -20.8% | +2,025.9% | +2,029.3% |
| All | +2,936.5% | +22.6% | +2,913.9% | +2,895.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling