-26.6%
OWL vs CMS
+1.4%
-28.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +3.2% |
| 7D | +10.1% | +4.1% | +6.1% | +10.4% |
| 30D | +18.7% | +10.9% | +7.9% | +20.5% |
| 3M | -6.2% | -0.2% | -5.9% | -7.4% |
| 6M | +9.8% | -4.7% | +14.5% | +6.9% |
| YTD | -24.2% | +3.9% | -28.1% | -25.5% |
| 1Y | -26.6% | +0.4% | -26.9% | -27.4% |
| All | -26.6% | +1.4% | -28.0% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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