+162.2%
CRH vs OWL
+24.2%
+138.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | -6.1% | -10.1% | +4.1% | -2.9% |
| 30D | -9.3% | -11.9% | +2.7% | -5.7% |
| 3M | -15.2% | +10.7% | -25.9% | -18.3% |
| 6M | -14.2% | +22.1% | -36.3% | -20.6% |
| YTD | -28.3% | -24.8% | -3.4% | -22.8% |
| 1Y | -21.8% | -39.2% | +17.4% | -10.6% |
| 3Y | +71.6% | +1.7% | +69.9% | +63.5% |
| 5Y | +96.6% | -15.5% | +112.1% | +83.3% |
| All | +162.2% | +24.2% | +138.0% | +136.8% |
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 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