+241.9%
CORZ vs OWL
-26.5%
+268.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.8% |
| 7D | -11.2% | -4.9% | -6.3% | -8.9% |
| 30D | -26.2% | +7.8% | -34.0% | -30.3% |
| 3M | -44.1% | -12.7% | -31.5% | -40.6% |
| 6M | -52.3% | -2.8% | -49.4% | -53.0% |
| YTD | -19.2% | -30.1% | +10.8% | -0.9% |
| 1Y | -42.9% | -29.1% | -13.8% | -30.9% |
| All | +241.9% | -26.5% | +268.3% | +291.5% |
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