+7.1%
CRM vs OWL
-29.1%
+36.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +1.3% | -2.2% | +3.5% | +1.8% |
| 30D | +34.3% | +3.7% | +30.6% | +33.3% |
| 3M | +37.7% | +17.5% | +20.2% | +32.8% |
| 6M | +34.9% | +18.5% | +16.4% | +30.3% |
| YTD | -1.6% | -16.3% | +14.7% | +2.3% |
| 1Y | +7.1% | -29.7% | +36.9% | +9.8% |
| All | +7.1% | -29.1% | +36.3% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling