+28.5%
OWL vs CMS
+39.7%
-11.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | -2.4% | -0.9% | -1.4% | -2.2% |
| 30D | +9.3% | +7.1% | +2.2% | +8.0% |
| 3M | -11.0% | -1.3% | -9.7% | -10.8% |
| 6M | +2.4% | -2.7% | +5.1% | +2.6% |
| YTD | -26.2% | +2.6% | -28.8% | -27.1% |
| 1Y | -27.4% | -2.0% | -25.4% | -27.7% |
| 3Y | -8.7% | +39.6% | -48.3% | -18.1% |
| 5Y | -19.3% | +35.3% | -54.7% | -25.7% |
| All | +28.5% | +39.7% | -11.2% | +19.8% |
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