+41.1%
CMG vs OWL
+32.0%
+9.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.2% |
| 7D | -1.5% | -3.9% | +2.5% | -0.5% |
| 30D | +12.7% | -3.7% | +16.4% | +13.5% |
| 3M | +26.3% | +21.4% | +4.9% | +18.9% |
| 6M | +4.5% | +18.3% | -13.9% | -1.8% |
| YTD | -0.1% | -20.1% | +20.0% | +4.3% |
| 1Y | -6.8% | -32.8% | +26.0% | +1.5% |
| 3Y | -5.0% | +8.6% | -13.5% | -12.7% |
| 5Y | -3.0% | -4.5% | +1.4% | -13.0% |
| All | +41.1% | +32.0% | +9.2% | +23.2% |
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