+155.0%
COF vs OWL
+24.2%
+130.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.1% |
| 7D | -5.1% | -10.1% | +5.0% | -1.1% |
| 30D | -6.0% | -11.9% | +5.9% | -1.4% |
| 3M | +14.8% | +10.7% | +4.1% | +9.3% |
| 6M | +15.3% | +22.1% | -6.8% | +4.1% |
| YTD | -13.0% | -24.8% | +11.8% | -4.4% |
| 1Y | -5.7% | -39.2% | +33.5% | +12.4% |
| 3Y | +118.1% | +1.7% | +116.4% | +113.2% |
| 5Y | +46.2% | -15.5% | +61.7% | +38.2% |
| All | +155.0% | +24.2% | +130.7% | +140.6% |
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 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