+38.2%
CMG vs OWL
+24.2%
+14.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.1% |
| 7D | -2.1% | -10.1% | +8.1% | +0.7% |
| 30D | +10.9% | -11.9% | +22.8% | +14.4% |
| 3M | +15.8% | +10.7% | +5.1% | +11.7% |
| 6M | +6.9% | +22.1% | -15.2% | -0.5% |
| YTD | -2.2% | -24.8% | +22.6% | +3.7% |
| 1Y | -7.1% | -39.2% | +32.1% | +4.0% |
| 3Y | -7.1% | +1.7% | -8.9% | -13.2% |
| 5Y | -4.8% | -15.5% | +10.7% | -13.1% |
| All | +38.2% | +24.2% | +14.0% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling