+378.3%
CRWD vs OWL
+27.7%
+350.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | +0.4% |
| 7D | +2.2% | -6.4% | +8.5% | +5.2% |
| 30D | -7.7% | -5.0% | -2.7% | -5.5% |
| 3M | +28.9% | +15.4% | +13.5% | +20.9% |
| 6M | +91.5% | +15.5% | +76.0% | +77.1% |
| YTD | +77.3% | -22.7% | +100.0% | +94.9% |
| 1Y | +96.3% | -34.1% | +130.3% | +129.1% |
| 3Y | +394.5% | +5.1% | +389.4% | +356.4% |
| 5Y | +213.5% | -11.5% | +224.9% | +189.1% |
| All | +378.3% | +27.7% | +350.5% | +292.8% |
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