-29.7%
OWL vs CNP
+7.2%
-37.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.9% |
| 7D | -2.2% | +1.1% | -3.3% | -2.1% |
| 30D | +3.7% | -1.8% | +5.5% | +3.4% |
| 3M | +17.5% | -4.6% | +22.2% | +16.6% |
| 6M | +18.5% | -8.8% | +27.4% | +17.4% |
| YTD | -16.3% | +5.2% | -21.6% | -18.3% |
| 1Y | -29.7% | +8.3% | -38.0% | -32.4% |
| All | -29.7% | +7.2% | -37.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling