+39.1%
OWL vs CMS
+37.1%
+2.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | -3.9% | +1.2% | -5.2% | -4.1% |
| 30D | -3.7% | -3.2% | -0.5% | -3.2% |
| 3M | +21.4% | -2.2% | +23.6% | +21.5% |
| 6M | +18.3% | -9.4% | +27.8% | +20.0% |
| YTD | -20.1% | +0.7% | -20.8% | -20.9% |
| 1Y | -32.8% | +0.4% | -33.1% | -33.4% |
| 3Y | +8.6% | +35.2% | -26.6% | -2.0% |
| 5Y | -4.5% | +24.1% | -28.6% | -11.9% |
| All | +39.1% | +37.1% | +2.0% | +30.0% |
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