-38.2%
OWL vs CAI
-9.9%
-28.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -10.1% | -2.9% | -7.2% | -9.7% |
| 30D | -11.9% | +9.3% | -21.3% | -13.4% |
| 3M | +10.7% | +35.2% | -24.5% | +4.1% |
| 6M | +22.1% | +30.7% | -8.6% | +13.9% |
| YTD | -24.8% | -9.8% | -15.0% | -25.7% |
| 1Y | -39.2% | -28.9% | -10.3% | -37.9% |
| All | -38.2% | -9.9% | -28.4% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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