-4.5%
OWL vs CNH
+7.1%
-11.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.0% | -2.2% |
| 7D | -3.9% | +8.8% | -12.7% | -7.5% |
| 30D | -3.7% | +24.7% | -28.3% | -13.1% |
| 3M | +21.4% | +27.3% | -5.9% | +7.7% |
| 6M | +18.3% | +23.2% | -4.8% | +4.6% |
| YTD | -20.1% | +48.9% | -69.0% | -36.7% |
| 1Y | -32.8% | +19.4% | -52.2% | -40.5% |
| 3Y | +8.6% | +7.8% | +0.8% | -1.8% |
| 5Y | -4.5% | +8.7% | -13.2% | -16.5% |
| All | -4.5% | +7.1% | -11.6% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling