+45.7%
OWL vs CNP
+108.7%
-63.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -2.2% | +1.1% | -3.3% | -2.6% |
| 30D | +3.7% | -1.8% | +5.5% | +4.2% |
| 3M | +17.5% | -4.6% | +22.2% | +18.9% |
| 6M | +18.5% | -8.8% | +27.4% | +21.6% |
| YTD | -16.3% | +5.2% | -21.6% | -18.8% |
| 1Y | -29.7% | +8.3% | -38.0% | -32.6% |
| 3Y | +14.2% | +54.9% | -40.7% | -6.3% |
| 5Y | +2.5% | +73.5% | -71.0% | -16.4% |
| All | +45.7% | +108.7% | -63.0% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling