+11.8%
CRM vs OWL
+0.9%
+10.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | -4.4% | -10.1% | +5.7% | -1.2% |
| 30D | +28.1% | -11.9% | +40.1% | +33.3% |
| 3M | +48.8% | +10.7% | +38.1% | +44.0% |
| 6M | +28.3% | +22.1% | +6.1% | +19.6% |
| YTD | -6.0% | -24.8% | +18.8% | +2.1% |
| 1Y | +1.4% | -39.2% | +40.6% | +16.9% |
| 3Y | +11.8% | +1.7% | +10.1% | +14.5% |
| All | +11.8% | +0.9% | +10.9% | +14.5% |
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