-16.5%
OWL vs CFG
+96.1%
-112.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.3% | -4.2% |
| 7D | -11.9% | -1.7% | -10.2% | -10.9% |
| 30D | -13.7% | -4.6% | -9.1% | -11.2% |
| 3M | +12.3% | +7.9% | +4.4% | +6.4% |
| 6M | +15.0% | +19.9% | -4.8% | +1.4% |
| YTD | -25.7% | +21.7% | -47.4% | -35.3% |
| 1Y | -39.5% | +38.4% | -77.9% | -51.5% |
| 3Y | +0.9% | +187.0% | -186.1% | -48.8% |
| 5Y | -16.5% | +99.5% | -116.1% | -46.0% |
| All | -16.5% | +96.1% | -112.6% | -46.0% |
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