+16.6%
OWL vs CF
+73.9%
-57.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.8% |
| 7D | -2.2% | +6.0% | -8.3% | -2.3% |
| 30D | +3.7% | +14.8% | -11.2% | +3.6% |
| 3M | +17.5% | +14.1% | +3.5% | +17.1% |
| 6M | +18.5% | +28.5% | -10.0% | +14.9% |
| YTD | -16.3% | +74.9% | -91.3% | -23.5% |
| 1Y | -29.7% | +61.7% | -91.4% | -34.8% |
| All | +16.6% | +73.9% | -57.3% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling