+29.3%
OWL vs CAG
-45.3%
+74.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -3.9% |
| 7D | -11.9% | -5.9% | -6.0% | -11.8% |
| 30D | -13.7% | -1.5% | -12.2% | -13.7% |
| 3M | +12.3% | +11.5% | +0.8% | +12.2% |
| 6M | +15.0% | -15.7% | +30.7% | +15.5% |
| YTD | -25.7% | -10.2% | -15.5% | -25.7% |
| 1Y | -39.5% | -18.1% | -21.4% | -39.3% |
| 3Y | +0.9% | -39.4% | +40.3% | +1.6% |
| 5Y | -16.5% | -42.6% | +26.1% | -14.3% |
| All | +29.3% | -45.3% | +74.6% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling