-1.5%
COF vs OWL
-29.1%
+27.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.8% | -2.2% | +4.1% | +2.5% |
| 30D | -0.6% | +3.7% | -4.2% | -2.0% |
| 3M | +20.3% | +17.5% | +2.8% | +13.6% |
| 6M | +13.0% | +18.5% | -5.5% | +6.4% |
| YTD | -8.3% | -16.3% | +8.0% | -1.8% |
| 1Y | -1.5% | -29.7% | +28.3% | +9.0% |
| All | -1.5% | -29.1% | +27.7% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling