+23.6%
OWL vs CNH
+39.4%
-15.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.5% | +3.0% | -1.5% | +0.2% |
| 30D | +13.4% | -0.6% | +14.0% | +13.5% |
| 3M | -21.2% | +14.6% | -35.9% | -26.7% |
| 6M | +4.0% | +11.8% | -7.7% | -3.5% |
| YTD | -29.0% | +30.4% | -59.4% | -40.3% |
| 1Y | -28.4% | +19.1% | -47.5% | -37.2% |
| 3Y | -14.5% | +30.2% | -44.7% | -31.2% |
| 5Y | -21.5% | -17.8% | -3.6% | -23.3% |
| All | +23.6% | +39.4% | -15.7% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling