+34.1%
COP vs OWL
-12.9%
+46.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | +1.5% | +2.9% | +4.2% |
| 30D | 0.0% | +13.4% | -13.5% | -2.0% |
| 3M | +15.0% | -21.2% | +36.3% | +18.5% |
| 6M | +22.0% | +4.0% | +18.0% | +19.4% |
| YTD | +55.3% | -29.0% | +84.3% | +66.1% |
| 1Y | +64.1% | -28.4% | +92.6% | +74.6% |
| 3Y | +34.1% | -14.5% | +48.6% | +29.6% |
| All | +34.1% | -12.9% | +46.9% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling