+45.7%
OWL vs CBRE
+121.7%
-76.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -2.2% | -2.0% | -0.3% | -1.1% |
| 30D | +3.7% | -2.2% | +5.9% | +5.0% |
| 3M | +17.5% | +12.9% | +4.6% | +8.1% |
| 6M | +18.5% | +4.3% | +14.2% | +14.4% |
| YTD | -16.3% | -8.0% | -8.3% | -13.2% |
| 1Y | -29.7% | -8.6% | -21.2% | -26.9% |
| 3Y | +14.2% | +71.9% | -57.7% | -22.4% |
| 5Y | +2.5% | +50.0% | -47.5% | -29.1% |
| All | +45.7% | +121.7% | -76.0% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling