+34.5%
CORZ vs OWL
-32.2%
+66.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.5% | +9.2% | +6.4% |
| 7D | +16.6% | -3.9% | +20.5% | +18.2% |
| 30D | -10.9% | -3.7% | -7.2% | -10.2% |
| 3M | -31.0% | +21.4% | -52.4% | -36.5% |
| 6M | +26.0% | +18.3% | +7.7% | +17.1% |
| YTD | +28.6% | -20.1% | +48.7% | +41.5% |
| 1Y | +34.5% | -32.8% | +67.2% | +54.6% |
| All | +34.5% | -32.2% | +66.6% | +54.6% |
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 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