+192.4%
CMI vs OWL
+27.7%
+164.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.4% |
| 7D | +0.7% | -6.4% | +7.1% | +2.3% |
| 30D | -12.3% | -5.0% | -7.3% | -11.5% |
| 3M | -16.8% | +15.4% | -32.2% | -20.1% |
| 6M | +1.5% | +15.5% | -14.0% | -3.6% |
| YTD | +9.8% | -22.7% | +32.5% | +15.3% |
| 1Y | +42.6% | -34.1% | +76.6% | +55.2% |
| 3Y | +151.0% | +5.1% | +145.9% | +141.4% |
| 5Y | +167.0% | -11.5% | +178.5% | +152.1% |
| All | +192.4% | +27.7% | +164.7% | +170.5% |
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