-7.3%
CMG vs OWL
-0.3%
-7.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.2% | +1.2% |
| 7D | -3.8% | -11.9% | +8.1% | -1.0% |
| 30D | +12.9% | -13.7% | +26.6% | +16.5% |
| 3M | +18.8% | +12.3% | +6.5% | +14.5% |
| 6M | +4.1% | +15.0% | -11.0% | -1.2% |
| YTD | -2.4% | -25.7% | +23.4% | +3.4% |
| 1Y | -6.7% | -39.5% | +32.8% | +3.5% |
| All | -7.3% | -0.3% | -7.0% | -0.3% |
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