+8.6%
OWL vs CNP
+54.5%
-46.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.7% |
| 7D | -3.9% | +1.6% | -5.6% | -4.2% |
| 30D | -3.7% | -0.8% | -2.9% | -3.6% |
| 3M | +21.4% | -3.6% | +25.0% | +21.7% |
| 6M | +18.3% | -6.9% | +25.3% | +19.4% |
| YTD | -20.1% | +6.4% | -26.5% | -21.9% |
| 1Y | -32.8% | +9.9% | -42.7% | -34.8% |
| 3Y | +8.6% | +53.1% | -44.5% | -3.1% |
| All | +8.6% | +54.5% | -46.0% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling