+30.9%
OWL vs CNP
+105.7%
-74.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -10.1% | -1.4% | -8.7% | -9.7% |
| 30D | -11.9% | -2.9% | -9.0% | -11.1% |
| 3M | +10.7% | -7.5% | +18.3% | +13.2% |
| 6M | +22.1% | -7.9% | +30.0% | +24.8% |
| YTD | -24.8% | +3.7% | -28.6% | -26.7% |
| 1Y | -39.2% | +4.6% | -43.8% | -40.9% |
| 3Y | +1.7% | +49.1% | -47.4% | -15.2% |
| 5Y | -15.5% | +69.2% | -84.7% | -30.7% |
| All | +30.9% | +105.7% | -74.8% | +3.2% |
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