+41.0%
CLS vs OWL
-38.6%
+79.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.2% | +5.3% | +6.3% |
| 7D | +10.9% | -10.1% | +21.1% | +13.5% |
| 30D | +2.1% | -11.9% | +14.0% | +4.9% |
| 3M | -10.2% | +10.7% | -20.9% | -12.1% |
| 6M | +30.4% | +22.1% | +8.3% | +24.6% |
| YTD | +17.2% | -24.8% | +42.0% | +20.1% |
| 1Y | +41.0% | -39.2% | +80.2% | +52.4% |
| All | +41.0% | -38.6% | +79.7% | +52.4% |
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 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