+29.2%
OWL vs CFG
+130.1%
-100.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -2.1% | -0.8% | -1.4% | -1.6% |
| 30D | +11.6% | +3.1% | +8.4% | +9.9% |
| 3M | -13.8% | -9.7% | -4.1% | -8.6% |
| 6M | +7.8% | +6.7% | +1.1% | +3.5% |
| YTD | -25.8% | +15.2% | -41.0% | -32.1% |
| 1Y | -26.5% | +28.8% | -55.3% | -37.0% |
| 3Y | -9.6% | +190.1% | -199.7% | -49.2% |
| 5Y | -20.8% | +63.4% | -84.2% | -43.0% |
| All | +29.2% | +130.1% | -100.9% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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