+322.1%
CORZ vs OWL
-25.4%
+347.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +23.5% | +1.5% | +21.9% | +22.4% |
| 30D | +7.5% | +13.4% | -6.0% | -1.8% |
| 3M | -26.6% | -21.2% | -5.4% | -16.2% |
| 6M | -39.5% | +4.0% | -43.5% | -42.9% |
| YTD | -0.3% | -29.0% | +28.7% | +21.3% |
| 1Y | -4.2% | -28.4% | +24.2% | +15.4% |
| All | +322.1% | -25.4% | +347.4% | +379.2% |
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