+30.9%
OWL vs CNI
+22.9%
+8.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -10.1% | -0.4% | -9.8% | -9.9% |
| 30D | -11.9% | -2.7% | -9.2% | -10.6% |
| 3M | +10.7% | +3.9% | +6.8% | +8.1% |
| 6M | +22.1% | +16.4% | +5.8% | +11.1% |
| YTD | -24.8% | +25.8% | -50.6% | -35.0% |
| 1Y | -39.2% | +32.4% | -71.6% | -49.0% |
| 3Y | +1.7% | +19.1% | -17.3% | -11.1% |
| 5Y | -15.5% | +13.6% | -29.1% | -23.1% |
| All | +30.9% | +22.9% | +8.0% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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