+34.6%
OWL vs CFG
+142.2%
-107.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | -6.4% | -0.6% | -5.8% | -6.0% |
| 30D | -5.0% | -4.5% | -0.5% | -2.5% |
| 3M | +15.4% | +6.3% | +9.1% | +11.0% |
| 6M | +15.5% | +20.6% | -5.1% | +2.9% |
| YTD | -22.7% | +21.2% | -43.9% | -31.3% |
| 1Y | -34.1% | +38.2% | -72.2% | -45.7% |
| 3Y | +5.1% | +185.9% | -180.9% | -41.1% |
| 5Y | -11.5% | +97.0% | -108.5% | -39.3% |
| All | +34.6% | +142.2% | -107.6% | -9.5% |
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