-39.5%
OWL vs CG
-30.6%
-8.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -1.9% |
| 7D | -11.9% | -9.8% | -2.1% | -3.7% |
| 30D | -13.7% | -10.3% | -3.4% | -5.2% |
| 3M | +12.3% | -1.7% | +13.9% | +14.0% |
| 6M | +15.0% | -9.8% | +24.8% | +26.0% |
| YTD | -25.7% | -25.6% | -0.1% | -5.9% |
| 1Y | -39.5% | -32.5% | -7.0% | -15.9% |
| All | -39.5% | -30.6% | -8.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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