+23.6%
OWL vs CMS
+39.1%
-15.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | +0.8% | -1.3% | +2.1% | +1.1% |
| 30D | +7.3% | +5.3% | +2.1% | +6.4% |
| 3M | -16.8% | -0.3% | -16.5% | -16.8% |
| 6M | +4.0% | -4.0% | +8.1% | +4.5% |
| YTD | -29.0% | +2.1% | -31.1% | -29.8% |
| 1Y | -29.7% | -4.7% | -24.9% | -29.4% |
| 3Y | -13.5% | +36.8% | -50.3% | -22.0% |
| 5Y | -21.5% | +34.9% | -56.3% | -27.5% |
| All | +23.6% | +39.1% | -15.5% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling