-39.0%
OWL vs CAI
-11.0%
-28.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -11.9% | -5.1% | -6.9% | -11.1% |
| 30D | -13.7% | +3.9% | -17.6% | -14.4% |
| 3M | +12.3% | +40.1% | -27.8% | +4.8% |
| 6M | +15.0% | +29.7% | -14.7% | +7.4% |
| YTD | -25.7% | -10.9% | -14.8% | -26.4% |
| 1Y | -39.5% | -28.0% | -11.5% | -38.4% |
| All | -39.0% | -11.0% | -28.0% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling