+30.9%
OWL vs CLBK
+68.0%
-37.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -10.1% | -1.5% | -8.7% | -9.6% |
| 30D | -11.9% | -1.0% | -10.9% | -11.6% |
| 3M | +10.7% | +22.9% | -12.2% | +1.7% |
| 6M | +22.1% | +44.2% | -22.1% | +5.0% |
| YTD | -24.8% | +64.0% | -88.8% | -38.7% |
| 1Y | -39.2% | +65.7% | -104.9% | -50.6% |
| 3Y | +1.7% | +54.1% | -52.3% | -16.4% |
| 5Y | -15.5% | +44.7% | -60.2% | -27.9% |
| All | +30.9% | +68.0% | -37.1% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling