+73.1%
CME vs OWL
-24.6%
+97.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.1% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | +13.5% | +7.3% | +6.1% | +13.0% |
| 3M | +20.9% | -16.8% | +37.7% | +21.9% |
| 6M | +11.5% | +4.0% | +7.5% | +10.9% |
| YTD | +19.5% | -29.0% | +48.5% | +21.6% |
| 1Y | +17.2% | -29.7% | +46.9% | +19.3% |
| 3Y | +65.1% | -13.5% | +78.6% | +57.7% |
| 5Y | +73.1% | -21.5% | +94.6% | +71.8% |
| All | +73.1% | -24.6% | +97.7% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling