+11.7%
CRCL vs OWL
-37.5%
+49.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -0.9% |
| 7D | +4.9% | -6.4% | +11.3% | +10.5% |
| 30D | +38.7% | -5.0% | +43.7% | +44.7% |
| 3M | +14.7% | +15.4% | -0.8% | +3.1% |
| 6M | -16.9% | +15.5% | -32.3% | -27.0% |
| YTD | +17.3% | -22.7% | +39.9% | +46.7% |
| 1Y | -21.2% | -34.1% | +12.9% | +10.0% |
| All | +11.7% | -37.5% | +49.2% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling