-29.7%
OWL vs CNH
+29.2%
-59.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.0% |
| 7D | -2.2% | +23.3% | -25.5% | -3.7% |
| 30D | +3.7% | +33.5% | -29.8% | +1.4% |
| 3M | +17.5% | +32.7% | -15.2% | +14.8% |
| 6M | +18.5% | +22.2% | -3.6% | +16.7% |
| YTD | -16.3% | +57.7% | -74.0% | -24.4% |
| 1Y | -29.7% | +28.0% | -57.7% | -30.8% |
| All | -29.7% | +29.2% | -59.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling