-11.5%
OWL vs CG
+5.5%
-17.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -0.3% |
| 7D | -6.4% | -6.4% | 0.0% | -1.7% |
| 30D | -5.0% | -7.1% | +2.1% | +0.3% |
| 3M | +15.4% | -1.6% | +17.0% | +16.9% |
| 6M | +15.5% | -8.3% | +23.8% | +23.5% |
| YTD | -22.7% | -23.8% | +1.1% | -6.1% |
| 1Y | -34.1% | -28.7% | -5.3% | -16.1% |
| 3Y | +5.1% | +49.2% | -44.1% | -21.4% |
| 5Y | -11.5% | +5.5% | -17.0% | -24.7% |
| All | -11.5% | +5.5% | -17.0% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling