+165.0%
CMI vs OWL
-15.1%
+180.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -0.7% | -10.1% | +9.4% | +2.2% |
| 30D | -12.4% | -11.9% | -0.5% | -9.5% |
| 3M | -14.8% | +10.7% | -25.5% | -17.9% |
| 6M | +0.8% | +22.1% | -21.3% | -6.9% |
| YTD | +10.2% | -24.8% | +35.0% | +17.8% |
| 1Y | +37.4% | -39.2% | +76.6% | +56.1% |
| 3Y | +153.3% | +1.7% | +151.5% | +138.5% |
| All | +165.0% | -15.1% | +180.1% | +153.6% |
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 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