+77.8%
CSX vs OWL
-8.9%
+86.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.3% | -2.1% | +1.9% | 0.0% |
| 30D | +8.7% | +11.6% | -2.9% | +6.8% |
| 3M | +4.2% | -13.8% | +18.0% | +6.2% |
| 6M | +16.7% | +7.8% | +8.8% | +14.5% |
| YTD | +44.5% | -25.8% | +70.3% | +51.2% |
| 1Y | +50.3% | -26.5% | +76.8% | +57.3% |
| All | +77.8% | -8.9% | +86.7% | +73.5% |
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