+28.5%
OWL vs CF
+240.3%
-211.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | +9.3% | +6.9% | +2.3% | +8.5% |
| 3M | -11.0% | +4.8% | -15.8% | -11.7% |
| 6M | +2.4% | +4.7% | -2.2% | +1.0% |
| YTD | -26.2% | +56.5% | -82.6% | -33.0% |
| 1Y | -27.4% | +48.4% | -75.9% | -33.6% |
| 3Y | -8.7% | +59.1% | -67.8% | -19.0% |
| 5Y | -19.3% | +109.5% | -128.8% | -32.6% |
| All | +28.5% | +240.3% | -211.8% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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