-28.2%
OWL vs CF
+120.6%
-148.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -4.9% | -3.2% | -1.8% | -4.7% |
| 30D | +7.8% | +4.3% | +3.5% | +7.3% |
| 3M | -12.7% | +2.8% | -15.5% | -13.2% |
| 6M | -2.8% | +0.6% | -3.4% | -3.7% |
| YTD | -30.1% | +56.6% | -86.7% | -36.8% |
| 1Y | -29.1% | +49.6% | -78.7% | -35.4% |
| 3Y | -12.3% | +61.5% | -73.8% | -22.9% |
| All | -28.2% | +120.6% | -148.7% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling