+29.3%
OWL vs CBRE
+106.9%
-77.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.2% |
| 7D | -11.9% | -7.2% | -4.7% | -7.6% |
| 30D | -13.7% | -6.4% | -7.3% | -10.2% |
| 3M | +12.3% | +2.9% | +9.3% | +9.6% |
| 6M | +15.0% | +2.5% | +12.5% | +12.1% |
| YTD | -25.7% | -14.2% | -11.6% | -19.5% |
| 1Y | -39.5% | -15.1% | -24.3% | -33.9% |
| 3Y | +0.9% | +61.9% | -61.0% | -28.8% |
| 5Y | -16.5% | +42.4% | -58.9% | -39.8% |
| All | +29.3% | +106.9% | -77.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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