+45.7%
OWL vs CF
+280.5%
-234.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.5% |
| 7D | -2.2% | +6.0% | -8.3% | -2.8% |
| 30D | +3.7% | +14.8% | -11.2% | +2.1% |
| 3M | +17.5% | +14.1% | +3.5% | +15.5% |
| 6M | +18.5% | +28.5% | -10.0% | +12.7% |
| YTD | -16.3% | +74.9% | -91.3% | -24.8% |
| 1Y | -29.7% | +61.7% | -91.4% | -36.0% |
| 3Y | +14.2% | +80.3% | -66.2% | 0.0% |
| 5Y | +2.5% | +226.0% | -223.5% | -19.2% |
| All | +45.7% | +280.5% | -234.8% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling