+271.5%
COR vs OWL
+22.7%
+248.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.2% | -0.7% |
| 7D | -4.8% | -11.9% | +7.1% | -4.6% |
| 30D | -3.7% | -13.7% | +10.0% | -3.4% |
| 3M | +14.3% | +12.3% | +2.1% | +14.0% |
| 6M | -8.5% | +15.0% | -23.5% | -8.8% |
| YTD | -4.4% | -25.7% | +21.3% | -3.8% |
| 1Y | +9.1% | -39.5% | +48.6% | +10.4% |
| 3Y | +85.2% | +0.9% | +84.3% | +80.3% |
| 5Y | +180.7% | -16.5% | +197.2% | +170.2% |
| All | +271.5% | +22.7% | +248.8% | +263.9% |
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 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