+45.7%
OWL vs CNH
+68.5%
-22.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -2.4% |
| 7D | -2.2% | +23.3% | -25.5% | -10.6% |
| 30D | +3.7% | +33.5% | -29.8% | -8.6% |
| 3M | +17.5% | +32.7% | -15.2% | +3.2% |
| 6M | +18.5% | +22.2% | -3.6% | +6.2% |
| YTD | -16.3% | +57.7% | -74.0% | -34.3% |
| 1Y | -29.7% | +28.0% | -57.7% | -39.2% |
| 3Y | +14.2% | +11.5% | +2.6% | +2.5% |
| 5Y | +2.5% | +11.9% | -9.4% | -9.5% |
| All | +45.7% | +68.5% | -22.8% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling