-39.5%
OWL vs CAG
-17.7%
-21.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -4.1% |
| 7D | -11.9% | -5.9% | -6.0% | -12.1% |
| 30D | -13.7% | -1.5% | -12.2% | -13.8% |
| 3M | +12.3% | +11.5% | +0.8% | +13.6% |
| 6M | +15.0% | -15.7% | +30.7% | +13.2% |
| YTD | -25.7% | -10.2% | -15.5% | -27.0% |
| 1Y | -39.5% | -18.1% | -21.4% | -43.9% |
| All | -39.5% | -17.7% | -21.8% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling