-12.3%
OWL vs CNH
+7.0%
-19.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.4% |
| 7D | -4.9% | -1.7% | -3.2% | -4.5% |
| 30D | +7.8% | -7.2% | +15.0% | +9.8% |
| 3M | -12.7% | +6.5% | -19.2% | -15.1% |
| 6M | -2.8% | +7.9% | -10.7% | -6.5% |
| YTD | -30.1% | +26.6% | -56.7% | -38.2% |
| 1Y | -29.1% | +13.8% | -42.8% | -34.8% |
| 3Y | -12.3% | +9.2% | -21.5% | -19.0% |
| All | -12.3% | +7.0% | -19.3% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling