+45.7%
OWL vs CAG
-42.4%
+88.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -2.2% | -3.8% | +1.5% | -2.2% |
| 30D | +3.7% | +3.1% | +0.6% | +3.6% |
| 3M | +17.5% | +23.5% | -6.0% | +17.3% |
| 6M | +18.5% | -14.8% | +33.4% | +18.9% |
| YTD | -16.3% | -5.4% | -10.9% | -16.3% |
| 1Y | -29.7% | -11.8% | -17.9% | -29.6% |
| 3Y | +14.2% | -36.7% | +50.8% | +14.9% |
| 5Y | +2.5% | -40.3% | +42.8% | +5.1% |
| All | +45.7% | -42.4% | +88.1% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling