+193.5%
CMI vs OWL
+24.2%
+169.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -0.7% | -10.1% | +9.4% | +1.8% |
| 30D | -12.4% | -11.9% | -0.5% | -9.9% |
| 3M | -14.8% | +10.7% | -25.5% | -17.4% |
| 6M | +0.8% | +22.1% | -21.3% | -5.8% |
| YTD | +10.2% | -24.8% | +35.0% | +16.5% |
| 1Y | +37.4% | -39.2% | +76.6% | +52.8% |
| 3Y | +153.3% | +1.7% | +151.5% | +145.5% |
| 5Y | +167.6% | -15.5% | +183.1% | +154.4% |
| All | +193.5% | +24.2% | +169.3% | +173.3% |
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 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