+23.6%
OWL vs CG
+59.7%
-36.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | +1.5% | +0.2% | +1.4% | +1.4% |
| 30D | +13.4% | +11.2% | +2.3% | +5.6% |
| 3M | -21.2% | -22.1% | +0.8% | -6.0% |
| 6M | +4.0% | -17.9% | +21.9% | +19.7% |
| YTD | -29.0% | -31.3% | +2.3% | -7.7% |
| 1Y | -28.4% | -24.0% | -4.5% | -13.1% |
| 3Y | -14.5% | +45.0% | -59.5% | -32.7% |
| 5Y | -21.5% | -22.6% | +1.2% | -21.1% |
| All | +23.6% | +59.7% | -36.1% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling