+29.2%
OWL vs CF
+251.6%
-222.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.1% | +10.4% | -12.5% | -3.0% |
| 30D | +11.6% | +7.6% | +4.0% | +10.8% |
| 3M | -13.8% | +5.2% | -18.9% | -14.4% |
| 6M | +7.8% | -0.1% | +7.9% | +7.2% |
| YTD | -25.8% | +61.7% | -87.5% | -32.9% |
| 1Y | -26.5% | +50.3% | -76.8% | -32.7% |
| 3Y | -9.6% | +66.0% | -75.6% | -20.1% |
| 5Y | -20.8% | +114.5% | -135.3% | -33.9% |
| All | +29.2% | +251.6% | -222.4% | -0.1% |
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