-14.5%
OWL vs CMS
+39.2%
-53.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +1.5% | +1.7% | -0.2% | +1.5% |
| 30D | +13.4% | +6.2% | +7.3% | +13.7% |
| 3M | -21.2% | +0.6% | -21.9% | -21.5% |
| 6M | +4.0% | -1.8% | +5.8% | +3.5% |
| YTD | -29.0% | +3.8% | -32.8% | -29.5% |
| 1Y | -28.4% | -1.8% | -26.7% | -28.8% |
| 3Y | -14.5% | +39.8% | -54.4% | -17.3% |
| All | -14.5% | +39.2% | -53.8% | -17.3% |
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 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