+1,284.2%
CLS vs OWL
+3.8%
+1,280.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.9% |
| 7D | +20.1% | -6.4% | +26.5% | +24.4% |
| 30D | +6.0% | -5.0% | +11.0% | +8.4% |
| 3M | -10.3% | +15.4% | -25.7% | -18.6% |
| 6M | +24.5% | +15.5% | +9.0% | +10.7% |
| YTD | +12.9% | -22.7% | +35.5% | +28.3% |
| 1Y | +36.7% | -34.1% | +70.7% | +71.6% |
| All | +1,284.2% | +3.8% | +1,280.5% | +1,324.5% |
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