+3,965.3%
CLS vs OWL
+22.7%
+3,942.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.4% | -0.8% |
| 7D | +5.0% | -11.9% | +16.9% | +10.7% |
| 30D | +4.8% | -13.7% | +18.5% | +11.3% |
| 3M | -10.4% | +12.3% | -22.6% | -15.6% |
| 6M | +20.8% | +15.0% | +5.8% | +11.2% |
| YTD | +10.0% | -25.7% | +35.7% | +21.8% |
| 1Y | +28.5% | -39.5% | +68.0% | +55.2% |
| 3Y | +1,292.2% | +0.9% | +1,291.3% | +1,361.8% |
| 5Y | +3,616.8% | -16.5% | +3,633.3% | +3,666.2% |
| All | +3,965.3% | +22.7% | +3,942.6% | +3,934.9% |
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