-29.7%
OWL vs CLBK
+73.3%
-103.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.2% | +1.2% | -3.5% | -2.8% |
| 30D | +3.7% | +9.1% | -5.4% | -0.9% |
| 3M | +17.5% | +27.7% | -10.2% | +2.3% |
| 6M | +18.5% | +40.8% | -22.3% | -2.7% |
| YTD | -16.3% | +66.4% | -82.7% | -38.2% |
| 1Y | -29.7% | +72.4% | -102.1% | -50.3% |
| All | -29.7% | +73.3% | -103.0% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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