+29.2%
OWL vs CNP
+115.7%
-86.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | +11.6% | +5.0% | +6.5% | +9.8% |
| 3M | -13.8% | +2.7% | -16.4% | -14.6% |
| 6M | +7.8% | -1.9% | +9.7% | +8.1% |
| YTD | -25.8% | +8.8% | -34.6% | -28.8% |
| 1Y | -26.5% | +5.6% | -32.1% | -28.7% |
| 3Y | -9.6% | +63.2% | -72.8% | -27.2% |
| 5Y | -20.8% | +73.8% | -94.6% | -36.0% |
| All | +29.2% | +115.7% | -86.5% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling