-23.5%
CRCL vs OWL
+10.0%
-33.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -0.8% |
| 7D | -12.5% | -11.9% | -0.6% | -6.5% |
| 30D | +26.9% | -13.7% | +40.6% | +37.2% |
| 3M | +14.4% | +12.3% | +2.2% | +10.3% |
| 6M | -23.5% | +15.0% | -38.5% | -28.8% |
| All | -23.5% | +10.0% | -33.5% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling