+34.6%
OWL vs CNH
+62.6%
-28.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -4.1% |
| 7D | -6.4% | +1.8% | -8.2% | -7.1% |
| 30D | -5.0% | +32.6% | -37.6% | -16.1% |
| 3M | +15.4% | +29.4% | -14.0% | +2.3% |
| 6M | +15.5% | +26.0% | -10.5% | +1.8% |
| YTD | -22.7% | +52.2% | -74.9% | -38.4% |
| 1Y | -34.1% | +23.9% | -57.9% | -42.2% |
| 3Y | +5.1% | +10.1% | -5.1% | -5.5% |
| 5Y | -11.5% | +13.2% | -24.6% | -21.6% |
| All | +34.6% | +62.6% | -28.0% | +5.2% |
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