-11.5%
OWL vs CAG
-41.8%
+30.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | -6.4% | -6.6% | +0.2% | -6.3% |
| 30D | -5.0% | +2.3% | -7.3% | -5.0% |
| 3M | +15.4% | +16.3% | -0.9% | +15.2% |
| 6M | +15.5% | -16.0% | +31.5% | +16.0% |
| YTD | -22.7% | -7.7% | -15.0% | -22.6% |
| 1Y | -34.1% | -16.0% | -18.0% | -33.8% |
| 3Y | +5.1% | -37.7% | +42.8% | +5.8% |
| 5Y | -11.5% | -41.2% | +29.8% | -9.7% |
| All | -11.5% | -41.8% | +30.3% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling