-21.5%
OWL vs CAG
-41.2%
+19.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -4.2% |
| 7D | +0.8% | -6.2% | +7.0% | +1.1% |
| 30D | +7.3% | +7.4% | -0.1% | +7.0% |
| 3M | -16.8% | -1.6% | -15.2% | -16.9% |
| 6M | +4.0% | +6.3% | -2.3% | +3.8% |
| YTD | -29.0% | -10.1% | -18.9% | -29.0% |
| 1Y | -29.7% | -10.2% | -19.4% | -29.7% |
| 3Y | -13.5% | -37.3% | +23.8% | -13.4% |
| 5Y | -21.5% | -41.6% | +20.1% | -20.2% |
| All | -21.5% | -41.2% | +19.8% | -20.2% |
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