+158.1%
COF vs OWL
+27.7%
+130.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.2% |
| 7D | -2.7% | -6.4% | +3.7% | -0.1% |
| 30D | -3.4% | -5.0% | +1.6% | -1.7% |
| 3M | +15.4% | +15.4% | 0.0% | +8.0% |
| 6M | +14.4% | +15.5% | -1.1% | +5.7% |
| YTD | -12.0% | -22.7% | +10.7% | -4.3% |
| 1Y | -3.7% | -34.1% | +30.3% | +10.9% |
| 3Y | +121.1% | +5.1% | +116.0% | +113.3% |
| 5Y | +47.8% | -11.5% | +59.3% | +38.2% |
| All | +158.1% | +27.7% | +130.4% | +140.9% |
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