+2,904.2%
CLS vs OWL
+17.3%
+2,887.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | +1.5% | +14.7% | +15.4% |
| 30D | -25.7% | +13.4% | -39.1% | -30.2% |
| 3M | -30.9% | -21.2% | -9.6% | -24.1% |
| 6M | -35.5% | +4.0% | -39.5% | -37.8% |
| YTD | -18.7% | -29.0% | +10.3% | -9.0% |
| 1Y | -17.9% | -28.4% | +10.5% | -8.6% |
| 3Y | +838.1% | -14.5% | +852.6% | +935.3% |
| 5Y | +1,971.9% | -21.5% | +1,993.4% | +2,029.2% |
| All | +2,904.2% | +17.3% | +2,887.0% | +2,915.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling