+15.6%
OWL vs CMS
+35.9%
-20.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | +3.7% | -3.6% | +7.3% | +3.5% |
| 3M | +17.5% | -1.9% | +19.4% | +17.2% |
| 6M | +18.5% | -11.0% | +29.5% | +18.0% |
| YTD | -16.3% | +0.2% | -16.5% | -16.9% |
| 1Y | -29.7% | -1.3% | -28.4% | -30.1% |
| All | +15.6% | +35.9% | -20.3% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling