-31.9%
OWL vs CFG
+39.4%
-71.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -3.8% |
| 7D | -3.9% | +2.7% | -6.6% | -5.5% |
| 30D | -3.7% | -3.7% | 0.0% | -1.4% |
| 3M | +21.4% | +9.5% | +11.9% | +13.1% |
| 6M | +18.3% | +22.2% | -3.9% | +1.1% |
| YTD | -20.1% | +22.3% | -42.4% | -32.3% |
| All | -31.9% | +39.4% | -71.2% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling