+8.9%
CRCL vs OWL
-39.2%
+48.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.6% |
| 7D | -11.2% | -10.1% | -1.1% | -3.9% |
| 30D | +27.1% | -11.9% | +39.0% | +40.0% |
| 3M | +9.6% | +10.7% | -1.1% | +1.6% |
| 6M | -19.7% | +22.1% | -41.8% | -33.4% |
| YTD | +14.2% | -24.8% | +39.1% | +45.9% |
| 1Y | -32.2% | -39.2% | +7.0% | +1.1% |
| All | +8.9% | -39.2% | +48.0% | +77.4% |
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