+17.4%
CME vs OWL
-27.2%
+44.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +2.5% | -2.1% | +4.6% | +2.5% |
| 30D | +13.9% | +11.6% | +2.4% | +14.1% |
| 3M | +22.4% | -13.8% | +36.2% | +21.7% |
| 6M | +12.9% | +7.8% | +5.0% | +13.1% |
| YTD | +19.6% | -25.8% | +45.4% | +19.3% |
| All | +17.4% | -27.2% | +44.5% | +16.8% |
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