-28.2%
OWL vs CFG
+61.2%
-89.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -4.9% | -0.9% | -4.0% | -4.2% |
| 30D | +7.8% | +1.1% | +6.7% | +7.3% |
| 3M | -12.7% | -12.0% | -0.7% | -5.1% |
| 6M | -2.8% | -2.2% | -0.6% | -1.9% |
| YTD | -30.1% | +11.4% | -41.5% | -35.6% |
| 1Y | -29.1% | +27.8% | -56.9% | -40.5% |
| 3Y | -12.3% | +173.3% | -185.6% | -54.5% |
| All | -28.2% | +61.2% | -89.4% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling