+23.6%
OWL vs CFG
+129.7%
-106.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | +1.5% | +3.2% | -1.7% | -0.2% |
| 30D | +13.4% | +5.1% | +8.3% | +10.5% |
| 3M | -21.2% | -11.2% | -10.0% | -15.6% |
| 6M | +4.0% | +9.6% | -5.5% | -1.7% |
| YTD | -29.0% | +15.0% | -44.0% | -34.9% |
| 1Y | -28.4% | +29.9% | -58.3% | -38.9% |
| 3Y | -14.5% | +192.1% | -206.6% | -52.1% |
| 5Y | -21.5% | +62.3% | -83.7% | -43.4% |
| All | +23.6% | +129.7% | -106.1% | -14.2% |
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